+57.7%
MMM vs NOC
+188.4%
-130.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -8.0% | -8.9% | +0.9% | -5.7% |
| 3M | +9.4% | -3.7% | +13.0% | +10.1% |
| 6M | +10.2% | -30.8% | +41.0% | +21.7% |
| YTD | +6.1% | -7.9% | +14.1% | +7.3% |
| 1Y | +10.8% | -9.4% | +20.2% | +12.4% |
| 3Y | +104.8% | +29.0% | +75.8% | +80.2% |
| 5Y | +27.0% | +56.1% | -29.0% | -1.1% |
| All | +57.7% | +188.4% | -130.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling