+133.9%
NOK vs MMM
+75.7%
+58.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.2% |
| 7D | +11.0% | -0.8% | +11.8% | +11.4% |
| 30D | -16.0% | +14.4% | -30.4% | -21.6% |
| 3M | -19.8% | +1.8% | -21.5% | -20.8% |
| 6M | -37.1% | +31.3% | -68.4% | -45.2% |
| YTD | +28.0% | +18.0% | +10.0% | +16.4% |
| 1Y | +17.9% | +10.9% | +7.1% | +10.6% |
| 3Y | +152.7% | +160.6% | -7.9% | +40.5% |
| 5Y | +62.3% | +44.5% | +17.8% | +28.3% |
| All | +133.9% | +75.7% | +58.2% | +57.8% |
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