+1,578.5%
NOK vs MMM
+1,903.2%
-324.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | -1.8% | -3.3% | +1.6% | +0.1% |
| 30D | +4.7% | -7.0% | +11.7% | +9.1% |
| 3M | -39.7% | +10.8% | -50.5% | -43.3% |
| 6M | +23.1% | +5.8% | +17.3% | +18.5% |
| YTD | +55.0% | +6.8% | +48.3% | +47.3% |
| 1Y | +118.0% | +10.4% | +107.7% | +101.7% |
| 3Y | +170.5% | +104.7% | +65.8% | +62.9% |
| 5Y | +84.9% | +23.6% | +61.3% | +48.3% |
| 10Y | +112.0% | +54.1% | +57.9% | +44.7% |
| All | +1,578.5% | +1,903.2% | -324.6% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling