-16.3%
NOW vs MMM
+156.3%
-172.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.0% | +6.2% | -9.2% | -3.9% |
| 30D | -26.0% | +14.2% | -40.2% | -27.7% |
| 3M | -13.1% | +2.9% | -16.0% | -13.6% |
| 6M | +14.5% | +27.6% | -13.0% | +9.2% |
| YTD | -33.4% | +17.3% | -50.7% | -35.7% |
| 1Y | -40.6% | +15.1% | -55.7% | -42.4% |
| 3Y | -16.3% | +157.1% | -173.4% | -19.6% |
| All | -16.3% | +156.3% | -172.6% | -19.6% |
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 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