+79.6%
MMM vs EL
+60.9%
+18.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +7.0% | +7.6% | -0.7% | +5.1% |
| 30D | +18.4% | +15.7% | +2.7% | +14.0% |
| 3M | +4.5% | +30.5% | -26.1% | -2.9% |
| 6M | +33.4% | +32.5% | +0.9% | +22.8% |
| YTD | +20.0% | +9.4% | +10.5% | +14.3% |
| 1Y | +15.0% | +28.4% | -13.3% | +4.7% |
| 3Y | +165.0% | +4.4% | +160.5% | +139.5% |
| 5Y | +47.9% | -64.5% | +112.4% | +86.8% |
| 10Y | +79.6% | +64.9% | +14.8% | +47.5% |
| All | +79.6% | +60.9% | +18.8% | +47.5% |
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