+10.9%
MMM vs NXT
-11.1%
+21.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.6% | -0.7% |
| 7D | -0.8% | -6.0% | +5.2% | -0.3% |
| 30D | +14.4% | +5.4% | +9.0% | +13.9% |
| 3M | +1.8% | -9.7% | +11.5% | +2.3% |
| 6M | +31.3% | -25.3% | +56.6% | +32.3% |
| YTD | +18.0% | +7.5% | +10.5% | +14.9% |
| 1Y | +10.9% | -3.0% | +13.9% | +8.5% |
| All | +10.9% | -11.1% | +21.9% | +8.5% |
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