+53.8%
MMM vs EAT
+373.3%
-319.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | -0.1% |
| 7D | -1.6% | -4.9% | +3.3% | -0.9% |
| 30D | -8.0% | -1.2% | -6.8% | -8.0% |
| 3M | +9.4% | +52.2% | -42.9% | +2.1% |
| 6M | +10.2% | +65.0% | -54.8% | +1.1% |
| YTD | +6.1% | +55.0% | -48.9% | -2.0% |
| 1Y | +10.8% | +42.1% | -31.3% | +3.3% |
| 3Y | +104.8% | +614.7% | -509.9% | +47.2% |
| 5Y | +27.0% | +322.7% | -295.7% | -4.9% |
| 10Y | +53.8% | +382.0% | -328.3% | +6.5% |
| All | +53.8% | +373.3% | -319.5% | +6.5% |
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