+52.2%
MMM vs EOSE
-61.3%
+113.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.7% | -0.2% |
| 7D | -3.3% | +19.0% | -22.3% | -4.0% |
| 30D | -7.0% | +1.6% | -8.6% | -7.2% |
| 3M | +10.8% | -52.0% | +62.8% | +13.1% |
| 6M | +5.8% | -42.5% | +48.3% | +6.7% |
| YTD | +6.8% | -66.1% | +72.9% | +8.8% |
| 1Y | +10.4% | -47.1% | +57.5% | +10.1% |
| 3Y | +104.7% | +0.8% | +103.9% | +91.4% |
| 5Y | +23.6% | -71.7% | +95.2% | +8.4% |
| All | +52.2% | -61.3% | +113.5% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling