+472.7%
MMM vs EFV
+248.5%
+224.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +7.0% | +2.1% | +4.8% | +5.6% |
| 30D | +18.4% | +3.1% | +15.3% | +16.2% |
| 3M | +4.5% | -1.3% | +5.8% | +5.5% |
| 6M | +33.4% | +6.0% | +27.4% | +28.4% |
| YTD | +20.0% | +15.8% | +4.1% | +8.8% |
| 1Y | +15.0% | +21.1% | -6.1% | +1.3% |
| 3Y | +165.0% | +91.0% | +74.0% | +72.3% |
| 5Y | +47.9% | +94.3% | -46.4% | -5.0% |
| 10Y | +79.6% | +160.4% | -80.8% | -4.7% |
| All | +472.7% | +248.5% | +224.2% | +159.6% |
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