-38.7%
NOW vs MMM
+22.1%
-60.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.5% | -9.9% | +1.1% |
| 7D | -27.5% | +12.2% | -39.8% | -26.1% |
| 30D | -20.0% | +18.8% | -38.9% | -18.1% |
| 3M | -7.9% | +7.4% | -15.3% | -6.5% |
| 6M | +18.3% | +38.3% | -20.0% | +22.7% |
| YTD | -29.0% | +22.9% | -51.8% | -28.0% |
| 1Y | -38.7% | +23.0% | -61.7% | -38.0% |
| All | -38.7% | +22.1% | -60.8% | -38.0% |
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