+158.4%
MMM vs NTR
+47.6%
+110.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +12.1% | +2.0% | +10.2% | +11.9% |
| 3M | +1.4% | +6.4% | -5.0% | +0.7% |
| 6M | +26.6% | +1.6% | +25.0% | +26.3% |
| YTD | +16.8% | +18.2% | -1.4% | +12.4% |
| 1Y | +10.1% | +23.9% | -13.9% | +4.9% |
| 3Y | +158.4% | +44.7% | +113.8% | +133.9% |
| All | +158.4% | +47.6% | +110.8% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling