+104.8%
MMM vs NVT
+193.5%
-88.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.4% |
| 7D | -1.6% | +10.4% | -12.0% | -3.5% |
| 30D | -8.0% | -1.3% | -6.7% | -8.0% |
| 3M | +9.4% | -0.6% | +10.0% | +8.8% |
| 6M | +10.2% | +53.8% | -43.5% | -1.8% |
| YTD | +6.1% | +60.2% | -54.1% | -6.9% |
| 1Y | +10.8% | +76.8% | -66.0% | -6.0% |
| 3Y | +104.8% | +191.2% | -86.5% | +33.5% |
| All | +104.8% | +193.5% | -88.7% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling