+27.0%
MMM vs EFV
+96.3%
-69.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -1.6% | +1.0% | -2.6% | -2.4% |
| 30D | -8.0% | +0.2% | -8.2% | -8.2% |
| 3M | +9.4% | +9.6% | -0.3% | +1.3% |
| 6M | +10.2% | +14.0% | -3.8% | -1.2% |
| YTD | +6.1% | +18.5% | -12.3% | -7.8% |
| 1Y | +10.8% | +27.9% | -17.1% | -9.7% |
| 3Y | +104.8% | +92.4% | +12.3% | +20.0% |
| 5Y | +27.0% | +97.2% | -70.1% | -27.5% |
| All | +27.0% | +96.3% | -69.3% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling