+78.4%
MMM vs NWSA
+153.1%
-74.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.6% | -12.2% | +9.6% | +1.9% |
| 30D | +17.4% | -8.7% | +26.1% | +21.1% |
| 3M | +3.6% | -6.0% | +9.6% | +5.5% |
| 6M | +33.0% | -0.3% | +33.4% | +31.8% |
| YTD | +19.6% | +3.5% | +16.1% | +16.1% |
| 1Y | +14.0% | +0.8% | +13.3% | +11.8% |
| 3Y | +164.3% | +31.1% | +133.2% | +133.0% |
| 5Y | +49.3% | +18.8% | +30.6% | +33.1% |
| 10Y | +78.4% | +147.9% | -69.5% | +18.0% |
| All | +78.4% | +153.1% | -74.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling