+49.7%
MMM vs EOG
+103.0%
-53.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +7.0% | -2.4% | +9.3% | +7.2% |
| 30D | +18.4% | +2.9% | +15.4% | +17.6% |
| 3M | +4.5% | +7.2% | -2.8% | +3.0% |
| 6M | +33.4% | +18.2% | +15.2% | +29.0% |
| YTD | +20.0% | +48.9% | -28.9% | +10.1% |
| 1Y | +15.0% | +46.7% | -31.7% | +5.8% |
| 3Y | +165.0% | +37.4% | +127.6% | +145.3% |
| All | +49.7% | +103.0% | -53.2% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling