+31.7%
MMM vs NVTS
-15.6%
+47.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | 0.0% |
| 7D | -3.3% | +2.7% | -6.0% | -3.4% |
| 30D | -7.0% | -4.5% | -2.6% | -7.0% |
| 3M | +10.8% | -61.5% | +72.3% | +13.5% |
| 6M | +5.8% | +28.0% | -22.2% | +3.3% |
| YTD | +6.8% | +65.3% | -58.5% | +3.1% |
| 1Y | +10.4% | +113.0% | -102.6% | +4.8% |
| 3Y | +104.7% | +34.7% | +70.0% | +93.5% |
| All | +31.7% | -15.6% | +47.3% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling