+46.3%
MMM vs NVT
+488.5%
-442.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -0.4% | +8.0% | -8.4% | -2.6% |
| 30D | +12.1% | -24.8% | +36.9% | +19.8% |
| 3M | +1.4% | -32.4% | +33.8% | +11.1% |
| 6M | +26.6% | -33.5% | +60.1% | +37.7% |
| YTD | +16.8% | +13.2% | +3.6% | +4.9% |
| 1Y | +10.1% | +9.0% | +1.1% | -0.3% |
| 3Y | +158.4% | +129.4% | +29.0% | +67.8% |
| 5Y | +43.1% | +230.1% | -187.0% | -21.0% |
| All | +46.3% | +488.5% | -442.1% | -37.2% |
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 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