+80.3%
MMM vs ES
+85.7%
-5.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.4% |
| 7D | +6.2% | +1.9% | +4.3% | +5.5% |
| 30D | +14.2% | +7.1% | +7.2% | +11.5% |
| 3M | +2.9% | -1.9% | +4.8% | +3.5% |
| 6M | +27.6% | +4.4% | +23.2% | +25.2% |
| YTD | +17.3% | +7.3% | +10.0% | +13.6% |
| 1Y | +15.1% | +2.1% | +13.0% | +12.9% |
| 3Y | +157.1% | +41.8% | +115.3% | +118.6% |
| 5Y | +45.1% | +1.4% | +43.7% | +39.4% |
| All | +80.3% | +85.7% | -5.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling