+2,812.9%
MMM vs EOG
+7,415.7%
-4,602.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | -7.0% | +8.2% | -15.2% | -8.4% |
| 3M | +10.8% | +3.8% | +7.0% | +9.6% |
| 6M | +5.8% | +15.3% | -9.6% | +2.3% |
| YTD | +6.8% | +41.7% | -34.9% | -0.8% |
| 1Y | +10.4% | +23.6% | -13.2% | +5.1% |
| 3Y | +104.7% | +23.3% | +81.4% | +93.5% |
| 5Y | +23.6% | +170.4% | -146.9% | -1.3% |
| 10Y | +54.1% | +125.5% | -71.4% | +18.2% |
| All | +2,812.9% | +7,415.7% | -4,602.8% | +1,288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling