+104.9%
MMM vs EL
-31.7%
+136.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.3% |
| 7D | -3.3% | +0.8% | -4.1% | -3.4% |
| 30D | -7.0% | +19.8% | -26.9% | -9.9% |
| 3M | +10.8% | +25.7% | -14.9% | +6.5% |
| 6M | +5.8% | +5.4% | +0.3% | +4.1% |
| YTD | +6.8% | +0.2% | +6.6% | +5.2% |
| 1Y | +10.4% | +20.4% | -10.1% | +4.9% |
| All | +104.9% | -31.7% | +136.6% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling