+9.4%
MMM vs NOC
-9.7%
+19.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.6% | -1.6% | -1.0% | -2.5% |
| 30D | -9.3% | -10.4% | +1.1% | -8.5% |
| 3M | +5.6% | -5.6% | +11.2% | +6.4% |
| 6M | +9.5% | -30.4% | +39.9% | +12.7% |
| YTD | +4.1% | -8.5% | +12.6% | +3.0% |
| 1Y | +9.4% | -8.3% | +17.7% | +10.8% |
| All | +9.4% | -9.7% | +19.1% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling