+26.1%
MMM vs NWSA
+39.6%
-13.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -2.6% | -3.4% | +0.8% | -1.4% |
| 30D | -9.3% | +3.9% | -13.2% | -10.6% |
| 3M | +5.6% | +8.9% | -3.3% | +1.9% |
| 6M | +9.5% | +21.2% | -11.7% | +1.2% |
| YTD | +4.1% | +13.8% | -9.7% | -1.8% |
| 1Y | +9.4% | +1.4% | +8.0% | +7.8% |
| 3Y | +101.0% | +44.0% | +57.0% | +73.0% |
| 5Y | +26.1% | +40.5% | -14.4% | +5.6% |
| All | +26.1% | +39.6% | -13.5% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling