+98.6%
MMM vs EQX
+168.9%
-70.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | -9.8% | +7.8% | -17.6% | -10.2% |
| 3M | +4.9% | +21.3% | -16.4% | +3.6% |
| 6M | +7.3% | -22.4% | +29.8% | +8.0% |
| YTD | +4.5% | -11.3% | +15.8% | +4.5% |
| 1Y | +5.4% | +13.5% | -8.1% | +4.2% |
| 3Y | +98.6% | +162.1% | -63.6% | +83.2% |
| All | +98.6% | +168.9% | -70.4% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling