+2,812.9%
MMM vs EAT
+11,644.8%
-8,831.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -7.0% | +1.9% | -8.9% | -7.5% |
| 3M | +10.8% | +68.7% | -57.8% | +1.5% |
| 6M | +5.8% | +66.9% | -61.1% | -3.6% |
| YTD | +6.8% | +60.4% | -53.6% | -2.2% |
| 1Y | +10.4% | +44.0% | -33.6% | +2.3% |
| 3Y | +104.7% | +604.7% | -500.0% | +44.3% |
| 5Y | +23.6% | +347.0% | -323.5% | -9.7% |
| 10Y | +54.1% | +390.8% | -336.6% | -1.8% |
| All | +2,812.9% | +11,644.8% | -8,831.9% | +829.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling