+409.8%
MMM vs EFV
+258.8%
+150.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -3.3% | +1.5% | -4.8% | -4.3% |
| 30D | -7.0% | +1.7% | -8.8% | -8.1% |
| 3M | +10.8% | +8.6% | +2.2% | +4.7% |
| 6M | +5.8% | +11.7% | -5.9% | -1.8% |
| YTD | +6.8% | +19.3% | -12.5% | -5.1% |
| 1Y | +10.4% | +30.2% | -19.8% | -7.6% |
| 3Y | +104.7% | +91.6% | +13.1% | +32.7% |
| 5Y | +23.6% | +96.4% | -72.8% | -21.4% |
| 10Y | +54.1% | +166.5% | -112.4% | -19.6% |
| All | +409.8% | +258.8% | +150.9% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling