+14.5%
NET vs MMM
+22.1%
-7.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.5% | -12.1% | -0.8% |
| 7D | -16.4% | +12.2% | -28.6% | -14.4% |
| 30D | -25.8% | +18.8% | -44.7% | -23.3% |
| 3M | -11.5% | +7.4% | -18.9% | -9.3% |
| 6M | +18.9% | +38.3% | -19.4% | +23.4% |
| YTD | +35.2% | +22.9% | +12.4% | +40.3% |
| 1Y | +14.5% | +23.0% | -8.5% | +15.1% |
| All | +14.5% | +22.1% | -7.6% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling