+3,164.0%
MMM vs NSC
+5,789.6%
-2,625.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.6% | -3.5% | +0.9% | -1.3% |
| 30D | +17.4% | +3.9% | +13.5% | +15.8% |
| 3M | +3.6% | -0.8% | +4.4% | +3.8% |
| 6M | +33.0% | +7.1% | +25.9% | +29.3% |
| YTD | +19.6% | +16.4% | +3.2% | +12.7% |
| 1Y | +14.0% | +16.9% | -2.9% | +7.2% |
| 3Y | +164.3% | +78.4% | +85.9% | +112.4% |
| 5Y | +49.3% | +33.1% | +16.2% | +32.0% |
| 10Y | +78.4% | +299.9% | -221.5% | +6.8% |
| All | +3,164.0% | +5,789.6% | -2,625.6% | +579.4% |
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