+165.3%
MMM vs NVD
-98.5%
+263.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.5% | +0.9% |
| 7D | +7.0% | +43.9% | -36.9% | +9.0% |
| 30D | +18.4% | +74.0% | -55.6% | +21.8% |
| 3M | +4.5% | +48.3% | -43.9% | +6.9% |
| 6M | +33.4% | +30.3% | +3.1% | +36.2% |
| YTD | +20.0% | -12.9% | +32.8% | +20.3% |
| 1Y | +15.0% | -4.0% | +19.0% | +16.2% |
| All | +165.3% | -98.5% | +263.8% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling