+78.1%
MMM vs ED
+143.7%
-65.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | +14.4% | +10.7% | +3.7% | +10.8% |
| 3M | +1.8% | +11.6% | -9.9% | -1.8% |
| 6M | +31.3% | +13.5% | +17.8% | +25.8% |
| YTD | +18.0% | +23.1% | -5.2% | +9.7% |
| 1Y | +10.9% | +23.1% | -12.2% | +3.0% |
| 3Y | +160.6% | +47.9% | +112.7% | +123.2% |
| 5Y | +44.5% | +83.9% | -39.4% | +13.7% |
| All | +78.1% | +143.7% | -65.7% | +28.7% |
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