+43.4%
MMM vs NTR
+19.8%
+23.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.8% |
| 3M | +1.4% | +6.4% | -5.0% | +0.5% |
| 6M | +26.6% | +1.6% | +25.0% | +26.0% |
| YTD | +16.8% | +18.2% | -1.4% | +12.6% |
| 1Y | +10.1% | +23.9% | -13.9% | +5.1% |
| 3Y | +158.4% | +44.7% | +113.8% | +137.0% |
| All | +43.4% | +19.8% | +23.5% | +26.6% |
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