+8.0%
MMM vs EOSE
-43.4%
+51.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.8% |
| 7D | -3.2% | +14.0% | -17.2% | -3.7% |
| 30D | -10.7% | -5.9% | -4.8% | -10.6% |
| 3M | +4.3% | -34.3% | +38.6% | +5.2% |
| 6M | +5.9% | -37.8% | +43.7% | +6.2% |
| YTD | +3.2% | -65.2% | +68.3% | +3.8% |
| 1Y | +8.0% | -41.9% | +49.9% | +10.7% |
| All | +8.0% | -43.4% | +51.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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