+2,812.9%
MMM vs NI
+5,092.7%
-2,279.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | -3.3% | +2.0% | -5.3% | -4.0% |
| 30D | -7.0% | -3.5% | -3.5% | -6.0% |
| 3M | +10.8% | -9.1% | +19.9% | +14.2% |
| 6M | +5.8% | -11.8% | +17.6% | +10.0% |
| YTD | +6.8% | +1.1% | +5.7% | +6.0% |
| 1Y | +10.4% | +6.7% | +3.7% | +7.5% |
| 3Y | +104.7% | +71.1% | +33.6% | +69.6% |
| 5Y | +23.6% | +94.3% | -70.8% | -2.4% |
| 10Y | +54.1% | +135.8% | -81.7% | +10.9% |
| All | +2,812.9% | +5,092.7% | -2,279.8% | +771.3% |
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