+30.9%
MMM vs NVT
+731.8%
-700.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.4% | -0.1% |
| 7D | -2.1% | +4.1% | -6.2% | -3.4% |
| 30D | -9.8% | -5.1% | -4.7% | -8.7% |
| 3M | +4.9% | -1.2% | +6.1% | +4.0% |
| 6M | +7.3% | +46.6% | -39.2% | -7.9% |
| YTD | +4.5% | +60.0% | -55.5% | -13.5% |
| 1Y | +5.4% | +70.8% | -65.4% | -15.5% |
| 3Y | +98.6% | +187.5% | -89.0% | +24.3% |
| 5Y | +27.4% | +426.1% | -398.8% | -38.2% |
| All | +30.9% | +731.8% | -700.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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