+170.7%
MMM vs NWSA
+127.4%
+43.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.8% |
| 7D | -3.3% | -1.9% | -1.4% | -2.7% |
| 30D | -7.0% | +4.6% | -11.6% | -8.6% |
| 3M | +10.8% | +13.2% | -2.4% | +5.6% |
| 6M | +5.8% | +27.0% | -21.2% | -3.5% |
| YTD | +6.8% | +16.8% | -10.1% | -0.1% |
| 1Y | +10.4% | +4.5% | +5.9% | +7.3% |
| 3Y | +104.7% | +46.2% | +58.5% | +76.1% |
| 5Y | +23.6% | +40.9% | -17.4% | +5.0% |
| 10Y | +54.1% | +145.1% | -91.0% | +1.5% |
| All | +170.7% | +127.4% | +43.3% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling