+23.0%
MMM vs EOG
+45.9%
-22.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -5.2% | +14.8% | +8.7% |
| 7D | +12.2% | -8.6% | +20.9% | +10.8% |
| 30D | +18.8% | +2.8% | +16.1% | +18.9% |
| 3M | +7.4% | +3.2% | +4.2% | +7.7% |
| 6M | +38.3% | +5.3% | +33.0% | +39.1% |
| YTD | +22.9% | +44.5% | -21.6% | +19.9% |
| 1Y | +23.0% | +44.2% | -21.2% | +20.8% |
| All | +23.0% | +45.9% | -22.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling