+2,812.9%
MMM vs NOC
+16,458.4%
-13,645.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.8% |
| 7D | -3.3% | -5.2% | +1.9% | -2.0% |
| 30D | -7.0% | -7.2% | +0.2% | -5.3% |
| 3M | +10.8% | -5.1% | +15.9% | +12.0% |
| 6M | +5.8% | -31.1% | +36.8% | +15.7% |
| YTD | +6.8% | -8.6% | +15.4% | +8.2% |
| 1Y | +10.4% | -9.7% | +20.1% | +12.1% |
| 3Y | +104.7% | +24.3% | +80.4% | +87.6% |
| 5Y | +23.6% | +52.6% | -29.1% | +5.0% |
| 10Y | +54.1% | +183.6% | -129.5% | +10.2% |
| All | +2,812.9% | +16,458.4% | -13,645.5% | +914.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling