+3,099.6%
MMM vs ED
+2,460.7%
+638.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | +6.2% | +1.6% | +4.6% | +5.7% |
| 30D | +14.2% | +13.3% | +0.9% | +9.4% |
| 3M | +2.9% | +9.7% | -6.8% | -0.4% |
| 6M | +27.6% | +12.8% | +14.8% | +22.0% |
| YTD | +17.3% | +22.3% | -5.0% | +8.7% |
| 1Y | +15.1% | +26.3% | -11.2% | +5.3% |
| 3Y | +157.1% | +45.0% | +112.1% | +120.7% |
| 5Y | +45.1% | +80.2% | -35.1% | +14.3% |
| 10Y | +83.9% | +129.9% | -46.0% | +28.3% |
| All | +3,099.6% | +2,460.7% | +638.9% | +838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling