+32.6%
NET vs MMM
+51.5%
-18.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.5% | -12.1% | -6.4% |
| 7D | -16.4% | +12.2% | -28.6% | -20.5% |
| 30D | -25.8% | +18.8% | -44.7% | -31.4% |
| 3M | -11.5% | +7.4% | -18.9% | -14.6% |
| 6M | +18.9% | +38.3% | -19.4% | +1.3% |
| YTD | +35.2% | +22.9% | +12.4% | +20.6% |
| 1Y | +14.5% | +23.0% | -8.5% | +1.9% |
| 3Y | +313.8% | +168.4% | +145.5% | +123.7% |
| 5Y | +32.6% | +53.0% | -20.4% | -16.9% |
| All | +32.6% | +51.5% | -18.9% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling