+85.1%
MMM vs NTRA
+1,723.2%
-1,638.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -7.0% | +19.5% | -26.5% | -8.4% |
| 3M | +10.8% | +47.8% | -36.9% | +7.2% |
| 6M | +5.8% | +61.6% | -55.9% | +1.3% |
| YTD | +6.8% | +43.3% | -36.5% | +3.1% |
| 1Y | +10.4% | +97.0% | -86.6% | +3.8% |
| 3Y | +104.7% | +424.9% | -320.2% | +77.2% |
| 5Y | +23.6% | +165.2% | -141.6% | +8.5% |
| 10Y | +54.1% | +3,114.3% | -3,060.2% | +8.1% |
| All | +85.1% | +1,723.2% | -1,638.1% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling