+479.4%
NBIS vs MMM
+41.6%
+437.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -8.9% | -9.3% |
| 7D | -10.5% | -0.4% | -10.1% | -10.0% |
| 30D | -37.7% | +12.1% | -49.8% | -42.5% |
| 3M | -54.6% | +1.4% | -56.0% | -55.1% |
| 6M | -44.1% | +26.6% | -70.7% | -53.4% |
| YTD | +38.4% | +16.8% | +21.6% | +22.7% |
| 1Y | +30.7% | +10.1% | +20.7% | +21.4% |
| All | +479.4% | +41.6% | +437.8% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling