+54.7%
MMM vs EFX
+38.5%
+16.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.2% |
| 7D | -2.6% | -9.4% | +6.8% | +0.3% |
| 30D | -9.3% | -6.9% | -2.4% | -7.5% |
| 3M | +5.6% | +0.1% | +5.5% | +4.6% |
| 6M | +9.5% | -17.3% | +26.8% | +14.7% |
| YTD | +4.1% | -21.8% | +26.0% | +10.3% |
| 1Y | +9.4% | -32.5% | +41.9% | +21.2% |
| 3Y | +101.0% | -12.3% | +113.3% | +99.7% |
| 5Y | +26.1% | -36.6% | +62.7% | +35.4% |
| 10Y | +54.7% | +41.0% | +13.7% | +22.9% |
| All | +54.7% | +38.5% | +16.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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