+2,812.9%
MMM vs ECL
+13,009.7%
-10,196.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | -2.6% | -0.7% | -2.2% |
| 30D | -7.0% | -2.2% | -4.9% | -6.2% |
| 3M | +10.8% | +10.1% | +0.7% | +6.1% |
| 6M | +5.8% | -5.7% | +11.5% | +8.3% |
| YTD | +6.8% | +7.0% | -0.2% | +3.5% |
| 1Y | +10.4% | +2.7% | +7.7% | +8.7% |
| 3Y | +104.7% | +57.7% | +47.0% | +66.3% |
| 5Y | +23.6% | +31.1% | -7.6% | +6.7% |
| 10Y | +54.1% | +150.9% | -96.7% | +0.1% |
| All | +2,812.9% | +13,009.7% | -10,196.8% | +568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling