+20,513.9%
ETN vs MMM
+2,835.9%
+17,678.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +3.1% |
| 7D | +8.0% | -1.6% | +9.6% | +9.0% |
| 30D | -5.9% | -8.0% | +2.1% | -1.2% |
| 3M | +5.0% | +9.4% | -4.4% | -0.9% |
| 6M | +22.4% | +10.2% | +12.2% | +14.8% |
| YTD | +33.6% | +6.1% | +27.5% | +27.5% |
| 1Y | +22.1% | +10.8% | +11.3% | +12.7% |
| 3Y | +85.6% | +104.8% | -19.2% | +12.8% |
| 5Y | +179.2% | +27.0% | +152.2% | +123.5% |
| 10Y | +687.3% | +53.8% | +633.5% | +454.5% |
| All | +20,513.9% | +2,835.9% | +17,678.0% | +4,074.0% |
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