+76.3%
MMM vs EFV
+163.3%
-87.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.3% |
| 7D | -0.4% | +2.5% | -2.9% | -2.5% |
| 30D | +12.1% | +2.9% | +9.2% | +9.7% |
| 3M | +1.4% | -1.4% | +2.8% | +2.7% |
| 6M | +26.6% | +5.5% | +21.0% | +21.1% |
| YTD | +16.8% | +16.1% | +0.8% | +3.3% |
| 1Y | +10.1% | +20.3% | -10.2% | -5.5% |
| 3Y | +158.4% | +90.4% | +68.0% | +51.6% |
| 5Y | +43.1% | +93.5% | -50.4% | -17.4% |
| All | +76.3% | +163.3% | -87.0% | -12.0% |
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