+83.0%
MMM vs ECL
+205.6%
-122.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.8% |
| 7D | +5.8% | -0.5% | +6.3% | +6.2% |
| 30D | +17.9% | +8.8% | +9.1% | +12.8% |
| 3M | +3.6% | +7.8% | -4.3% | -0.5% |
| 6M | +32.9% | +21.3% | +11.6% | +19.6% |
| YTD | +19.5% | +17.8% | +1.7% | +9.3% |
| 1Y | +16.5% | +21.1% | -4.5% | +5.0% |
| 3Y | +167.2% | +80.1% | +87.1% | +91.9% |
| 5Y | +48.2% | +40.5% | +7.7% | +19.7% |
| 10Y | +83.0% | +197.7% | -114.7% | -5.5% |
| All | +83.0% | +205.6% | -122.6% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling