+1,449.6%
NET vs MMM
+50.7%
+1,398.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | -3.3% | -3.7% | -6.0% |
| 30D | -4.8% | -7.0% | +2.2% | -2.5% |
| 3M | +3.8% | +10.8% | -7.0% | 0.0% |
| 6M | +50.0% | +5.8% | +44.3% | +46.2% |
| YTD | +41.5% | +6.8% | +34.7% | +36.9% |
| 1Y | +32.8% | +10.4% | +22.4% | +26.6% |
| 3Y | +335.9% | +104.7% | +231.2% | +232.8% |
| 5Y | +113.8% | +23.6% | +90.3% | +74.7% |
| All | +1,449.6% | +50.7% | +1,398.8% | +1,119.7% |
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