+43.4%
MMM vs ED
+85.1%
-41.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -0.4% | +2.1% | -2.4% | -1.0% |
| 30D | +12.1% | +10.4% | +1.7% | +9.2% |
| 3M | +1.4% | +12.5% | -11.1% | -1.8% |
| 6M | +26.6% | +14.9% | +11.7% | +21.7% |
| YTD | +16.8% | +24.8% | -8.0% | +9.4% |
| 1Y | +10.1% | +23.8% | -13.7% | +3.2% |
| 3Y | +158.4% | +51.6% | +106.8% | +119.1% |
| All | +43.4% | +85.1% | -41.7% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling