+47.9%
MMM vs ES
+1.9%
+46.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +7.0% | +0.9% | +6.1% | +6.7% |
| 30D | +18.4% | +5.9% | +12.5% | +16.1% |
| 3M | +4.5% | -1.0% | +5.5% | +4.7% |
| 6M | +33.4% | +7.2% | +26.3% | +29.8% |
| YTD | +20.0% | +7.0% | +13.0% | +16.3% |
| 1Y | +15.0% | +0.5% | +14.6% | +13.5% |
| 3Y | +165.0% | +48.7% | +116.3% | +117.4% |
| 5Y | +47.9% | +1.9% | +46.0% | +40.8% |
| All | +47.9% | +1.9% | +46.0% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling