+125.1%
NU vs MMM
+105.1%
+20.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +6.0% | -1.6% | +7.6% | +6.5% |
| 30D | +10.8% | -8.0% | +18.8% | +13.6% |
| 3M | +32.2% | +9.4% | +22.8% | +28.5% |
| 6M | +5.1% | +10.2% | -5.1% | +1.8% |
| YTD | -8.4% | +6.1% | -14.5% | -10.7% |
| 1Y | +0.7% | +10.8% | -10.1% | -3.2% |
| 3Y | +125.1% | +104.8% | +20.3% | +118.5% |
| All | +125.1% | +105.1% | +20.0% | +118.5% |
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