+51.2%
MMM vs EFV
+167.0%
-115.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -3.2% | -2.0% | -1.2% | -1.6% |
| 30D | -10.7% | -0.2% | -10.5% | -10.6% |
| 3M | +4.3% | +9.1% | -4.8% | -3.1% |
| 6M | +5.9% | +11.7% | -5.8% | -3.4% |
| YTD | +3.2% | +17.0% | -13.9% | -9.5% |
| 1Y | +8.0% | +26.7% | -18.7% | -11.3% |
| 3Y | +99.1% | +90.2% | +8.9% | +17.1% |
| 5Y | +25.7% | +96.1% | -70.4% | -28.2% |
| All | +51.2% | +167.0% | -115.8% | -27.3% |
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