+5.4%
MMM vs NTR
+39.1%
-33.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -2.1% | -1.3% | -0.8% | -2.2% |
| 30D | -9.8% | +16.8% | -26.6% | -9.3% |
| 3M | +4.9% | +20.7% | -15.8% | +5.7% |
| 6M | +7.3% | +0.5% | +6.8% | +8.2% |
| YTD | +4.5% | +29.2% | -24.7% | +3.3% |
| 1Y | +5.4% | +39.6% | -34.2% | +3.9% |
| All | +5.4% | +39.1% | -33.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling