+53.1%
MMM vs NTRA
+3,199.2%
-3,146.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -2.1% | +0.2% | -2.4% | -2.2% |
| 30D | -9.8% | +4.1% | -13.9% | -10.2% |
| 3M | +4.9% | +50.0% | -45.1% | +1.1% |
| 6M | +7.3% | +67.3% | -60.0% | +2.1% |
| YTD | +4.5% | +43.6% | -39.1% | +0.5% |
| 1Y | +5.4% | +89.2% | -83.9% | -1.2% |
| 3Y | +98.6% | +502.5% | -404.0% | +67.7% |
| 5Y | +27.4% | +173.8% | -146.4% | +10.4% |
| All | +53.1% | +3,199.2% | -3,146.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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