+17.9%
NOK vs MMM
+12.5%
+5.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | +11.0% | -0.8% | +11.8% | +11.2% |
| 30D | -16.0% | +14.4% | -30.4% | -18.9% |
| 3M | -19.8% | +1.8% | -21.5% | -19.7% |
| 6M | -37.1% | +31.3% | -68.4% | -41.1% |
| YTD | +28.0% | +18.0% | +10.0% | +19.3% |
| 1Y | +17.9% | +10.9% | +7.1% | +12.6% |
| All | +17.9% | +12.5% | +5.5% | +12.6% |
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