+1,040.6%
NBIS vs MMM
+25.1%
+1,015.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.4% |
| 7D | +8.3% | -3.2% | +11.5% | +11.0% |
| 30D | +18.1% | -10.7% | +28.7% | +28.4% |
| 3M | +7.8% | +4.3% | +3.5% | +4.6% |
| 6M | +136.6% | +5.9% | +130.6% | +125.5% |
| YTD | +172.5% | +3.2% | +169.4% | +164.9% |
| 1Y | +144.3% | +8.0% | +136.2% | +124.4% |
| All | +1,040.6% | +25.1% | +1,015.5% | +823.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling