-0.9%
NVO vs MMM
+24.2%
-25.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -7.4% | -3.2% | -4.1% | -6.9% |
| 30D | -5.5% | -10.7% | +5.2% | -3.9% |
| 3M | +4.1% | +4.3% | -0.2% | +3.4% |
| 6M | +19.3% | +5.9% | +13.4% | +18.1% |
| YTD | -9.2% | +3.2% | -12.3% | -9.9% |
| 1Y | -15.0% | +8.0% | -23.0% | -16.3% |
| 3Y | -50.9% | +99.1% | -150.0% | -55.0% |
| 5Y | -0.9% | +25.7% | -26.6% | +3.6% |
| All | -0.9% | +24.2% | -25.0% | +3.6% |
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