+1,381.0%
NET vs MMM
+73.5%
+1,307.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.5% | -12.1% | -5.4% |
| 7D | -16.4% | +12.2% | -28.6% | -19.4% |
| 30D | -25.8% | +18.8% | -44.7% | -29.9% |
| 3M | -11.5% | +7.4% | -18.9% | -13.8% |
| 6M | +18.9% | +38.3% | -19.4% | +6.1% |
| YTD | +35.2% | +22.9% | +12.4% | +24.7% |
| 1Y | +14.5% | +23.0% | -8.5% | +5.4% |
| 3Y | +313.8% | +168.4% | +145.5% | +187.8% |
| 5Y | +32.6% | +53.0% | -20.4% | +3.0% |
| All | +1,381.0% | +73.5% | +1,307.5% | +1,011.3% |
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