+78.4%
MMM vs ES
+92.3%
-14.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +17.4% | +6.7% | +10.7% | +14.7% |
| 3M | +3.6% | +0.3% | +3.3% | +3.3% |
| 6M | +33.0% | +7.4% | +25.6% | +29.2% |
| YTD | +19.6% | +8.4% | +11.2% | +15.4% |
| 1Y | +14.0% | +0.6% | +13.4% | +12.5% |
| 3Y | +164.3% | +50.6% | +113.7% | +119.4% |
| 5Y | +49.3% | +4.8% | +44.5% | +41.7% |
| 10Y | +78.4% | +93.1% | -14.7% | +40.0% |
| All | +78.4% | +92.3% | -14.0% | +40.0% |
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