+53.8%
MMM vs EL
+31.4%
+22.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.0% |
| 30D | -8.0% | +15.5% | -23.5% | -11.7% |
| 3M | +9.4% | +20.6% | -11.2% | +3.7% |
| 6M | +10.2% | +10.5% | -0.2% | +6.0% |
| YTD | +6.1% | -1.9% | +8.0% | +4.2% |
| 1Y | +10.8% | +16.1% | -5.3% | +3.2% |
| 3Y | +104.8% | -30.2% | +135.0% | +108.1% |
| 5Y | +27.0% | -67.4% | +94.4% | +62.9% |
| 10Y | +53.8% | +31.2% | +22.5% | +33.4% |
| All | +53.8% | +31.4% | +22.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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