+33.7%
MMM vs NVT
+699.2%
-665.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.7% |
| 7D | -3.3% | +5.1% | -8.4% | -4.8% |
| 30D | -7.0% | -3.7% | -3.3% | -6.2% |
| 3M | +10.8% | -10.1% | +21.0% | +13.1% |
| 6M | +5.8% | +37.5% | -31.7% | -7.3% |
| YTD | +6.8% | +53.7% | -47.0% | -10.4% |
| 1Y | +10.4% | +70.9% | -60.5% | -11.6% |
| 3Y | +104.7% | +180.4% | -75.7% | +29.0% |
| 5Y | +23.6% | +393.5% | -369.9% | -38.7% |
| All | +33.7% | +699.2% | -665.5% | -46.4% |
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