+78.1%
MMM vs EFV
+162.4%
-84.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -0.8% | +0.7% | -1.5% | -1.4% |
| 30D | +14.4% | +2.0% | +12.4% | +12.8% |
| 3M | +1.8% | -1.6% | +3.4% | +3.3% |
| 6M | +31.3% | +5.8% | +25.5% | +25.4% |
| YTD | +18.0% | +15.6% | +2.3% | +4.7% |
| 1Y | +10.9% | +19.0% | -8.1% | -4.0% |
| 3Y | +160.6% | +90.7% | +69.9% | +52.8% |
| 5Y | +44.5% | +92.8% | -48.3% | -16.3% |
| All | +78.1% | +162.4% | -84.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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