+1,031.5%
MMM vs NVS
+1,269.4%
-237.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | -3.3% | +4.0% | -7.3% | -4.9% |
| 30D | -7.0% | +3.6% | -10.6% | -8.5% |
| 3M | +10.8% | +7.8% | +3.0% | +7.3% |
| 6M | +5.8% | -0.2% | +5.9% | +5.4% |
| YTD | +6.8% | +19.6% | -12.8% | -0.8% |
| 1Y | +10.4% | +28.4% | -18.0% | -0.4% |
| 3Y | +104.7% | +76.2% | +28.5% | +61.5% |
| 5Y | +23.6% | +111.1% | -87.5% | -9.9% |
| 10Y | +54.1% | +224.3% | -170.1% | -5.8% |
| All | +1,031.5% | +1,269.4% | -237.9% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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