+53.8%
MMM vs ECL
+153.2%
-99.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.2% |
| 30D | -8.0% | -2.5% | -5.5% | -6.8% |
| 3M | +9.4% | +8.3% | +1.0% | +4.5% |
| 6M | +10.2% | -1.1% | +11.3% | +10.5% |
| YTD | +6.1% | +6.5% | -0.4% | +2.3% |
| 1Y | +10.8% | +2.1% | +8.7% | +8.9% |
| 3Y | +104.8% | +57.6% | +47.2% | +57.5% |
| 5Y | +27.0% | +28.1% | -1.0% | +7.4% |
| 10Y | +53.8% | +153.2% | -99.5% | -15.9% |
| All | +53.8% | +153.2% | -99.4% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ECL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling