+25.7%
MMM vs NTR
+45.0%
-19.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.6% |
| 7D | -3.2% | -2.5% | -0.8% | -2.9% |
| 30D | -10.7% | +17.0% | -27.7% | -12.6% |
| 3M | +4.3% | +22.2% | -17.9% | +1.2% |
| 6M | +5.9% | +5.2% | +0.7% | +4.7% |
| YTD | +3.2% | +29.7% | -26.5% | -1.8% |
| 1Y | +8.0% | +39.4% | -31.4% | +1.3% |
| 3Y | +99.1% | +38.2% | +60.9% | +84.4% |
| 5Y | +25.7% | +47.6% | -21.9% | +7.5% |
| All | +25.7% | +45.0% | -19.2% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling