+47.7%
MMM vs NVT
+492.6%
-444.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -0.8% | +17.4% | -18.2% | -5.4% |
| 30D | +14.4% | -28.4% | +42.8% | +24.0% |
| 3M | +1.8% | -32.4% | +34.2% | +11.6% |
| 6M | +31.3% | -32.2% | +63.4% | +42.0% |
| YTD | +18.0% | +14.0% | +4.0% | +5.7% |
| 1Y | +10.9% | +4.3% | +6.6% | +2.0% |
| 3Y | +160.6% | +131.7% | +28.9% | +68.7% |
| 5Y | +44.5% | +232.4% | -187.9% | -20.4% |
| All | +47.7% | +492.6% | -444.9% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling