-5.5%
ETN vs MMM
+22.1%
-27.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +9.5% | -19.4% | -11.5% |
| 7D | -10.1% | +12.2% | -22.4% | -12.5% |
| 30D | -18.4% | +18.8% | -37.2% | -22.2% |
| 3M | -20.4% | +7.4% | -27.8% | -21.2% |
| 6M | -16.0% | +38.3% | -54.3% | -24.9% |
| YTD | +11.8% | +22.9% | -11.1% | +3.3% |
| 1Y | -5.5% | +23.0% | -28.5% | -17.4% |
| All | -5.5% | +22.1% | -27.5% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling