+14.5%
NU vs MMM
+49.1%
-34.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.4% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -24.1% | +14.4% | -38.5% | -28.0% |
| 3M | -12.8% | +1.8% | -14.5% | -13.6% |
| 6M | -10.9% | +31.3% | -42.1% | -20.3% |
| YTD | -29.3% | +18.0% | -47.3% | -34.5% |
| 1Y | -26.9% | +10.9% | -37.8% | -30.5% |
| 3Y | +38.8% | +160.6% | -121.8% | -9.2% |
| All | +14.5% | +49.1% | -34.6% | +23.1% |
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