-25.1%
NOW vs MMM
+42.8%
-67.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -27.0% | +12.1% | -39.1% | -29.4% |
| 3M | -19.6% | +1.4% | -21.1% | -20.3% |
| 6M | +17.5% | +26.6% | -9.1% | +8.8% |
| YTD | -33.3% | +16.8% | -50.1% | -37.1% |
| 1Y | -39.8% | +10.1% | -49.9% | -42.1% |
| 3Y | -19.9% | +158.4% | -178.3% | -44.4% |
| All | -25.1% | +42.8% | -67.9% | -38.2% |
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