+96.5%
MMM vs NVDL
+1,259.0%
-1,162.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.8% |
| 7D | -0.4% | -24.8% | +24.4% | +1.0% |
| 30D | +12.1% | -48.0% | +60.2% | +15.7% |
| 3M | +1.4% | -51.5% | +53.0% | +4.8% |
| 6M | +26.6% | -54.9% | +81.5% | +30.7% |
| YTD | +16.8% | -39.2% | +56.0% | +17.9% |
| 1Y | +10.1% | -41.1% | +51.2% | +11.2% |
| 3Y | +158.4% | +262.9% | -104.5% | +122.6% |
| All | +96.5% | +1,259.0% | -1,162.5% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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