+27.6%
MMM vs ED
+10.4%
+17.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | +6.2% | +1.6% | +4.6% | +5.7% |
| 30D | +14.2% | +13.3% | +0.9% | +11.7% |
| 3M | +2.9% | +9.7% | -6.8% | +0.9% |
| 6M | +27.6% | +12.8% | +14.8% | +23.1% |
| All | +27.6% | +10.4% | +17.1% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling