+26.1%
MMM vs NVT
+420.2%
-394.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.2% |
| 7D | -2.6% | +7.0% | -9.6% | -4.3% |
| 30D | -9.3% | -2.3% | -7.0% | -9.0% |
| 3M | +5.6% | -3.1% | +8.7% | +5.4% |
| 6M | +9.5% | +47.0% | -37.6% | -4.3% |
| YTD | +4.1% | +56.2% | -52.1% | -11.1% |
| 1Y | +9.4% | +74.5% | -65.2% | -10.7% |
| 3Y | +101.0% | +184.0% | -83.0% | +27.8% |
| 5Y | +26.1% | +410.8% | -384.7% | -39.2% |
| All | +26.1% | +420.2% | -394.0% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling