+28.0%
NU vs MMM
+47.7%
-19.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +12.1% |
| 7D | +9.9% | -0.4% | +10.3% | +10.0% |
| 30D | -11.5% | +12.1% | -23.6% | -15.4% |
| 3M | -5.1% | +1.4% | -6.5% | -5.9% |
| 6M | +3.1% | +26.6% | -23.5% | -6.5% |
| YTD | -21.0% | +16.8% | -37.9% | -26.6% |
| 1Y | -15.2% | +10.1% | -25.3% | -19.2% |
| 3Y | +56.4% | +158.4% | -102.0% | +2.6% |
| All | +28.0% | +47.7% | -19.7% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling