+127.6%
NOK vs MMM
+53.9%
+73.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +8.7% | -3.2% | +11.9% | +10.4% |
| 30D | +12.5% | -10.7% | +23.2% | +18.7% |
| 3M | -20.7% | +4.3% | -25.0% | -22.5% |
| 6M | +36.2% | +5.9% | +30.2% | +31.9% |
| YTD | +64.1% | +3.2% | +61.0% | +59.8% |
| 1Y | +132.4% | +8.0% | +124.4% | +119.9% |
| 3Y | +182.9% | +99.1% | +83.8% | +82.2% |
| 5Y | +102.8% | +25.7% | +77.0% | +71.7% |
| All | +127.6% | +53.9% | +73.8% | +59.0% |
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