+167.2%
MMM vs NVTS
+58.3%
+108.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.3% | -9.4% | +1.6% |
| 7D | +5.8% | +20.8% | -15.0% | +5.3% |
| 30D | +17.9% | -11.1% | +29.1% | +18.1% |
| 3M | +3.6% | -31.0% | +34.6% | +4.1% |
| 6M | +32.9% | -47.4% | +80.3% | +33.6% |
| YTD | +19.5% | +34.2% | -14.7% | +17.4% |
| 1Y | +16.5% | +22.2% | -5.6% | +14.5% |
| 3Y | +167.2% | +68.4% | +98.8% | +162.2% |
| All | +167.2% | +58.3% | +108.8% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling