+3,099.6%
MMM vs ECL
+14,051.7%
-10,952.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | +6.2% | -0.8% | +7.0% | +6.7% |
| 30D | +14.2% | +8.1% | +6.1% | +10.5% |
| 3M | +2.9% | +6.4% | -3.5% | +0.3% |
| 6M | +27.6% | +14.8% | +12.8% | +20.1% |
| YTD | +17.3% | +15.5% | +1.8% | +10.2% |
| 1Y | +15.1% | +20.1% | -5.0% | +6.2% |
| 3Y | +157.1% | +77.8% | +79.4% | +98.8% |
| 5Y | +45.1% | +37.9% | +7.2% | +23.0% |
| 10Y | +83.9% | +202.7% | -118.8% | +10.7% |
| All | +3,099.6% | +14,051.7% | -10,952.1% | +611.0% |
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