+25.3%
MMM vs EQH
+99.4%
-74.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -3.2% | -1.8% | -1.5% | -2.6% |
| 30D | -10.7% | +2.4% | -13.1% | -11.7% |
| 3M | +4.3% | +26.3% | -22.0% | -5.8% |
| 6M | +5.9% | +35.8% | -29.9% | -7.8% |
| YTD | +3.2% | +12.7% | -9.5% | -3.3% |
| 1Y | +8.0% | +2.5% | +5.6% | +5.2% |
| 3Y | +99.1% | +98.6% | +0.5% | +45.1% |
| All | +25.3% | +99.4% | -74.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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