+12.4%
MMM vs NTR
+97.9%
-85.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -9.8% | +16.8% | -26.6% | -13.5% |
| 3M | +4.9% | +20.7% | -15.8% | -0.5% |
| 6M | +7.3% | +0.5% | +6.8% | +6.1% |
| YTD | +4.5% | +29.2% | -24.7% | -4.1% |
| 1Y | +5.4% | +39.6% | -34.2% | -5.9% |
| 3Y | +98.6% | +37.9% | +60.7% | +74.8% |
| 5Y | +27.4% | +47.1% | -19.7% | -0.5% |
| All | +12.4% | +97.9% | -85.6% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling