+45.4%
NU vs MMM
+30.4%
+15.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.5% |
| 7D | -4.2% | -3.2% | -1.0% | -3.0% |
| 30D | +10.0% | -10.7% | +20.7% | +15.0% |
| 3M | +29.3% | +4.3% | +25.0% | +26.9% |
| 6M | +0.9% | +5.9% | -5.0% | -1.7% |
| YTD | -10.3% | +3.2% | -13.4% | -12.2% |
| 1Y | -3.2% | +8.0% | -11.2% | -7.2% |
| 3Y | +120.6% | +99.1% | +21.5% | +63.9% |
| All | +45.4% | +30.4% | +15.0% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling