+3,099.6%
MMM vs EIX
+1,158.5%
+1,941.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | +6.2% | +1.0% | +5.2% | +6.0% |
| 30D | +14.2% | +9.1% | +5.1% | +12.0% |
| 3M | +2.9% | -10.2% | +13.1% | +4.3% |
| 6M | +27.6% | -11.2% | +38.8% | +29.4% |
| YTD | +17.3% | +4.5% | +12.8% | +14.4% |
| 1Y | +15.1% | +10.9% | +4.2% | +10.7% |
| 3Y | +157.1% | +8.4% | +148.7% | +146.0% |
| 5Y | +45.1% | +18.0% | +27.1% | +35.5% |
| 10Y | +83.9% | +30.3% | +53.6% | +62.5% |
| All | +3,099.6% | +1,158.5% | +1,941.0% | +1,434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling