+26.6%
MMM vs EOSE
-80.8%
+107.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.2% |
| 7D | -0.4% | +9.8% | -10.2% | -0.9% |
| 30D | +12.1% | -2.1% | +14.2% | +12.2% |
| 3M | +1.4% | -54.1% | +55.5% | +3.7% |
| 6M | +26.6% | -76.9% | +103.5% | +29.7% |
| All | +26.6% | -80.8% | +107.4% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling