+96.0%
MMM vs NTRA
+502.5%
-406.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.8% |
| 7D | -3.2% | -0.5% | -2.8% | -3.2% |
| 30D | -10.7% | +4.3% | -15.0% | -11.2% |
| 3M | +4.3% | +50.6% | -46.4% | -1.5% |
| 6M | +5.9% | +63.9% | -58.0% | -1.7% |
| YTD | +3.2% | +42.4% | -39.2% | -2.7% |
| 1Y | +8.0% | +92.1% | -84.1% | -3.2% |
| All | +96.0% | +502.5% | -406.5% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling