+5.4%
MMM vs NXT
+23.4%
-18.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | -2.1% | -1.9% | -0.2% | -2.0% |
| 30D | -9.8% | -20.0% | +10.2% | -8.6% |
| 3M | +4.9% | -30.7% | +35.7% | +7.0% |
| 6M | +7.3% | -29.0% | +36.3% | +8.5% |
| YTD | +4.5% | -4.8% | +9.3% | +4.0% |
| 1Y | +5.4% | +22.8% | -17.4% | +7.4% |
| All | +5.4% | +23.4% | -18.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling