+101.3%
NOK vs MMM
+28.6%
+72.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +7.3% | -1.6% | +8.8% | +7.8% |
| 30D | +13.8% | -8.0% | +21.8% | +16.9% |
| 3M | -27.0% | +9.4% | -36.4% | -29.1% |
| 6M | +37.6% | +10.2% | +27.4% | +33.0% |
| YTD | +64.6% | +6.1% | +58.5% | +60.3% |
| 1Y | +132.0% | +10.8% | +121.2% | +122.0% |
| 3Y | +183.7% | +104.8% | +78.9% | +111.0% |
| 5Y | +101.3% | +27.0% | +74.3% | +72.8% |
| All | +101.3% | +28.6% | +72.7% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling