+165.0%
MMM vs NWSA
+30.9%
+134.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +7.0% | -9.7% | +16.6% | +10.6% |
| 30D | +18.4% | -8.6% | +27.0% | +22.0% |
| 3M | +4.5% | -6.3% | +10.8% | +6.4% |
| 6M | +33.4% | -1.2% | +34.6% | +32.5% |
| YTD | +20.0% | +2.6% | +17.3% | +16.9% |
| 1Y | +15.0% | 0.0% | +15.0% | +13.6% |
| 3Y | +165.0% | +30.1% | +134.9% | +135.9% |
| All | +165.0% | +30.9% | +134.1% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling