+167.2%
MMM vs EFX
+4.0%
+163.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.1% |
| 7D | +5.8% | -2.2% | +7.9% | +6.4% |
| 30D | +17.9% | +29.2% | -11.3% | +9.9% |
| 3M | +3.6% | +3.5% | +0.1% | +2.1% |
| 6M | +32.9% | +7.8% | +25.1% | +28.7% |
| YTD | +19.5% | -12.4% | +31.9% | +22.3% |
| 1Y | +16.5% | -8.2% | +24.8% | +17.3% |
| 3Y | +167.2% | +4.7% | +162.4% | +153.9% |
| All | +167.2% | +4.0% | +163.2% | +153.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling