+44.5%
MMM vs NVT
+233.5%
-189.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -0.8% | +17.4% | -18.2% | -4.3% |
| 30D | +14.4% | -28.4% | +42.8% | +22.1% |
| 3M | +1.8% | -32.4% | +34.2% | +9.6% |
| 6M | +31.3% | -32.2% | +63.4% | +40.0% |
| YTD | +18.0% | +14.0% | +4.0% | +6.6% |
| 1Y | +10.9% | +4.3% | +6.6% | +2.6% |
| 3Y | +160.6% | +131.7% | +28.9% | +66.7% |
| 5Y | +44.5% | +232.4% | -187.9% | -25.3% |
| All | +44.5% | +233.5% | -189.0% | -25.3% |
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