+27.0%
MMM vs EOG
+169.6%
-142.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | -8.0% | +7.9% | -15.9% | -9.1% |
| 3M | +9.4% | +4.5% | +4.9% | +8.3% |
| 6M | +10.2% | +12.3% | -2.1% | +7.3% |
| YTD | +6.1% | +41.9% | -35.8% | -1.5% |
| 1Y | +10.8% | +27.8% | -17.1% | +4.8% |
| 3Y | +104.8% | +21.8% | +83.0% | +93.5% |
| 5Y | +27.0% | +174.0% | -147.0% | +3.3% |
| All | +27.0% | +169.6% | -142.5% | +3.3% |
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