+1,403.4%
MMM vs EL
+1,685.7%
-282.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.6% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | -7.0% | +19.8% | -26.9% | -11.5% |
| 3M | +10.8% | +25.7% | -14.9% | +4.1% |
| 6M | +5.8% | +5.4% | +0.3% | +2.9% |
| YTD | +6.8% | +0.2% | +6.6% | +4.3% |
| 1Y | +10.4% | +20.4% | -10.1% | +2.3% |
| 3Y | +104.7% | -32.1% | +136.8% | +108.0% |
| 5Y | +23.6% | -67.2% | +90.7% | +48.6% |
| 10Y | +54.1% | +31.7% | +22.4% | +26.9% |
| All | +1,403.4% | +1,685.7% | -282.4% | +596.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling