+55.0%
MMM vs ES
+83.4%
-28.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -7.0% | -2.0% | -5.1% | -6.4% |
| 3M | +10.8% | +1.7% | +9.1% | +9.9% |
| 6M | +5.8% | -3.5% | +9.3% | +6.8% |
| YTD | +6.8% | +7.9% | -1.1% | +3.3% |
| 1Y | +10.4% | +17.2% | -6.8% | +2.7% |
| 3Y | +104.7% | +29.3% | +75.4% | +80.2% |
| 5Y | +23.6% | -5.7% | +29.3% | +22.0% |
| All | +55.0% | +83.4% | -28.4% | +22.3% |
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