+79.6%
MMM vs EAT
+328.6%
-249.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.0% |
| 7D | +7.0% | -5.9% | +12.9% | +8.0% |
| 30D | +18.4% | +0.7% | +17.7% | +18.1% |
| 3M | +4.5% | -14.2% | +18.7% | +6.4% |
| 6M | +33.4% | +40.7% | -7.3% | +25.4% |
| YTD | +20.0% | +36.0% | -16.0% | +12.7% |
| 1Y | +15.0% | +83.1% | -68.0% | +3.0% |
| 3Y | +165.0% | +474.8% | -309.8% | +96.5% |
| 5Y | +47.9% | +347.6% | -299.7% | +10.1% |
| 10Y | +79.6% | +321.5% | -241.9% | +22.6% |
| All | +79.6% | +328.6% | -249.0% | +22.6% |
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