+101.1%
MMM vs NXT
+181.9%
-80.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | -8.0% | -17.2% | +9.2% | -6.4% |
| 3M | +9.4% | -32.0% | +41.4% | +12.8% |
| 6M | +10.2% | -15.8% | +26.0% | +10.6% |
| YTD | +6.1% | -1.9% | +8.0% | +4.4% |
| 1Y | +10.8% | +22.5% | -11.7% | +5.9% |
| 3Y | +104.8% | +100.5% | +4.2% | +77.4% |
| All | +101.1% | +181.9% | -80.8% | +68.0% |
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