+26.1%
MMM vs EOSE
-69.1%
+95.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.7% |
| 7D | -2.6% | +15.0% | -17.5% | -3.2% |
| 30D | -9.3% | +2.5% | -11.8% | -9.6% |
| 3M | +5.6% | -33.7% | +39.3% | +6.8% |
| 6M | +9.5% | -32.7% | +42.2% | +9.8% |
| YTD | +4.1% | -63.8% | +67.9% | +6.2% |
| 1Y | +9.4% | -40.5% | +49.9% | +8.3% |
| 3Y | +101.0% | +50.4% | +50.6% | +82.2% |
| 5Y | +26.1% | -68.6% | +94.7% | +10.7% |
| All | +26.1% | -69.1% | +95.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling