+83.0%
MMM vs EIX
+30.9%
+52.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +5.8% | +0.7% | +5.0% | +5.6% |
| 30D | +17.9% | +8.8% | +9.2% | +15.2% |
| 3M | +3.6% | -10.9% | +14.5% | +5.7% |
| 6M | +32.9% | -10.3% | +43.2% | +34.8% |
| YTD | +19.5% | +5.8% | +13.6% | +14.7% |
| 1Y | +16.5% | +11.4% | +5.2% | +10.0% |
| 3Y | +167.2% | +11.1% | +156.1% | +148.0% |
| 5Y | +48.2% | +18.5% | +29.7% | +33.7% |
| 10Y | +83.0% | +32.2% | +50.8% | +52.1% |
| All | +83.0% | +30.9% | +52.1% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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