+3,172.5%
MMM vs NOC
+17,539.7%
-14,367.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | +7.0% | -0.3% | +7.3% | +6.9% |
| 30D | +18.4% | +14.1% | +4.3% | +14.3% |
| 3M | +4.5% | -4.6% | +9.1% | +5.5% |
| 6M | +33.4% | +0.7% | +32.7% | +32.4% |
| YTD | +20.0% | -2.6% | +22.6% | +19.4% |
| 1Y | +15.0% | -1.0% | +16.0% | +13.9% |
| 3Y | +165.0% | +24.5% | +140.5% | +143.2% |
| 5Y | +47.9% | +64.3% | -16.4% | +23.2% |
| 10Y | +79.6% | +162.8% | -83.1% | +30.7% |
| All | +3,172.5% | +17,539.7% | -14,367.2% | +1,019.0% |
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