+143.1%
MMM vs NVD
-98.5%
+241.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -0.8% |
| 7D | -0.4% | +28.6% | -29.0% | +0.9% |
| 30D | +12.1% | +73.6% | -61.5% | +15.5% |
| 3M | +1.4% | +70.1% | -68.7% | +4.6% |
| 6M | +26.6% | +53.6% | -27.0% | +30.4% |
| YTD | +16.8% | -7.0% | +23.8% | +17.6% |
| 1Y | +10.1% | -9.0% | +19.1% | +10.9% |
| 3Y | +158.4% | -98.3% | +256.8% | +132.8% |
| All | +143.1% | -98.5% | +241.7% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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