+122.3%
MMM vs NXT
+246.1%
-123.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -1.9% |
| 7D | +6.2% | +32.2% | -26.0% | +3.4% |
| 30D | +14.2% | +21.9% | -7.7% | +11.9% |
| 3M | +2.9% | +6.6% | -3.7% | +1.9% |
| 6M | +27.6% | -16.8% | +44.4% | +28.2% |
| YTD | +17.3% | +20.4% | -3.2% | +12.9% |
| 1Y | +15.1% | -1.5% | +16.6% | +12.8% |
| 3Y | +157.1% | +182.4% | -25.3% | +113.6% |
| All | +122.3% | +246.1% | -123.8% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling