+43.4%
MMM vs NTRA
+177.5%
-134.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -0.4% | +2.7% | -3.1% | -0.6% |
| 30D | +12.1% | -19.2% | +31.3% | +14.2% |
| 3M | +1.4% | +2.7% | -1.3% | +0.9% |
| 6M | +26.6% | +63.4% | -36.8% | +19.9% |
| YTD | +16.8% | +39.3% | -22.5% | +11.8% |
| 1Y | +10.1% | +59.0% | -48.9% | +3.9% |
| 3Y | +158.4% | +557.4% | -399.0% | +113.2% |
| All | +43.4% | +177.5% | -134.1% | +12.3% |
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