+83.0%
MMM vs EAT
+375.0%
-292.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | +5.8% | -3.9% | +9.7% | +6.4% |
| 30D | +17.9% | +5.0% | +12.9% | +16.9% |
| 3M | +3.6% | -9.6% | +13.2% | +4.7% |
| 6M | +32.9% | +46.8% | -13.9% | +24.2% |
| YTD | +19.5% | +41.8% | -22.3% | +11.6% |
| 1Y | +16.5% | +98.3% | -81.8% | +3.1% |
| 3Y | +167.2% | +503.1% | -335.9% | +96.7% |
| 5Y | +48.2% | +356.7% | -308.4% | +10.0% |
| 10Y | +83.0% | +349.8% | -266.8% | +25.5% |
| All | +83.0% | +375.0% | -292.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling