+83.0%
MMM vs ED
+132.0%
-49.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | -0.1% | +5.8% | +5.8% |
| 30D | +17.9% | +11.6% | +6.3% | +13.9% |
| 3M | +3.6% | +10.5% | -7.0% | +0.3% |
| 6M | +32.9% | +13.2% | +19.7% | +27.5% |
| YTD | +19.5% | +22.1% | -2.7% | +11.5% |
| 1Y | +16.5% | +24.2% | -7.6% | +8.0% |
| 3Y | +167.2% | +46.9% | +120.2% | +129.5% |
| 5Y | +48.2% | +80.8% | -32.6% | +17.4% |
| 10Y | +83.0% | +134.3% | -51.2% | +35.3% |
| All | +83.0% | +132.0% | -49.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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