+78.1%
MMM vs EFX
+79.2%
-1.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.8% | -3.6% | +2.8% | +0.3% |
| 30D | +14.4% | +25.3% | -10.9% | +6.5% |
| 3M | +1.8% | +3.8% | -2.0% | 0.0% |
| 6M | +31.3% | +12.7% | +18.6% | +24.7% |
| YTD | +18.0% | -13.1% | +31.1% | +20.6% |
| 1Y | +10.9% | -9.3% | +20.2% | +11.7% |
| 3Y | +160.6% | +3.5% | +157.1% | +145.2% |
| 5Y | +44.5% | -30.6% | +75.1% | +50.8% |
| All | +78.1% | +79.2% | -1.1% | +30.5% |
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