+83.0%
MMM vs EL
+63.1%
+20.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.2% |
| 7D | +5.8% | +8.0% | -2.3% | +3.8% |
| 30D | +17.9% | +15.4% | +2.5% | +13.7% |
| 3M | +3.6% | +28.5% | -24.9% | -3.3% |
| 6M | +32.9% | +32.2% | +0.7% | +22.5% |
| YTD | +19.5% | +9.2% | +10.3% | +14.0% |
| 1Y | +16.5% | +30.8% | -14.2% | +5.6% |
| 3Y | +167.2% | +3.7% | +163.5% | +142.0% |
| 5Y | +48.2% | -64.8% | +113.0% | +87.5% |
| 10Y | +83.0% | +60.0% | +23.0% | +54.8% |
| All | +83.0% | +63.1% | +20.0% | +54.8% |
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