+2,812.9%
MMM vs NSC
+5,745.4%
-2,932.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -3.3% | -5.5% | +2.2% | -1.3% |
| 30D | -7.0% | -3.2% | -3.8% | -6.0% |
| 3M | +10.8% | +7.7% | +3.1% | +7.6% |
| 6M | +5.8% | +4.5% | +1.3% | +3.6% |
| YTD | +6.8% | +15.6% | -8.8% | +0.8% |
| 1Y | +10.4% | +19.8% | -9.5% | +2.8% |
| 3Y | +104.7% | +70.1% | +34.6% | +67.0% |
| 5Y | +23.6% | +46.1% | -22.6% | +5.6% |
| 10Y | +54.1% | +328.1% | -274.0% | -9.8% |
| All | +2,812.9% | +5,745.4% | -2,932.5% | +507.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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