+25.7%
MMM vs NTRA
+171.1%
-145.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.0% |
| 3M | +4.3% | +50.6% | -46.4% | +0.1% |
| 6M | +5.9% | +63.9% | -58.0% | +0.4% |
| YTD | +3.2% | +42.4% | -39.2% | -1.1% |
| 1Y | +8.0% | +92.1% | -84.1% | +0.4% |
| 3Y | +99.1% | +501.7% | -402.6% | +66.2% |
| 5Y | +25.7% | +171.4% | -145.7% | +1.9% |
| All | +25.7% | +171.1% | -145.3% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling