+152.5%
NOK vs MMM
+165.3%
-12.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -2.7% | +7.0% | -9.7% | -4.1% |
| 30D | -20.4% | +18.4% | -38.8% | -23.4% |
| 3M | -9.6% | +4.5% | -14.1% | -10.5% |
| 6M | -35.6% | +33.4% | -69.1% | -39.6% |
| YTD | +27.5% | +20.0% | +7.6% | +21.8% |
| 1Y | +18.4% | +15.0% | +3.3% | +14.1% |
| All | +152.5% | +165.3% | -12.8% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling