+122.2%
MMM vs NVD
-99.2%
+221.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -3.3% | -11.1% | +7.8% | -3.9% |
| 30D | -7.0% | -13.3% | +6.2% | -7.5% |
| 3M | +10.8% | -19.8% | +30.6% | +10.1% |
| 6M | +5.8% | -48.8% | +54.6% | +2.8% |
| YTD | +6.8% | -49.7% | +56.4% | +4.0% |
| 1Y | +10.4% | -61.4% | +71.8% | +6.3% |
| 3Y | +104.7% | -99.1% | +203.8% | +79.2% |
| All | +122.2% | -99.2% | +221.4% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling