+3,073.8%
MMM vs NI
+5,716.3%
-2,642.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.8% | +4.3% | -5.1% | -2.2% |
| 30D | +11.7% | +12.4% | -0.7% | +7.5% |
| 3M | +1.0% | +10.2% | -9.2% | -2.2% |
| 6M | +26.0% | -0.8% | +26.9% | +26.1% |
| YTD | +16.3% | +13.2% | +3.1% | +11.2% |
| 1Y | +9.6% | +10.1% | -0.4% | +5.8% |
| 3Y | +157.3% | +103.1% | +54.2% | +101.8% |
| 5Y | +42.5% | +115.5% | -73.1% | +8.7% |
| 10Y | +73.4% | +195.5% | -122.1% | +16.2% |
| All | +3,073.8% | +5,716.3% | -2,642.5% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling