+3,144.9%
MMM vs ES
+1,275.7%
+1,869.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.8% |
| 7D | +5.9% | +5.9% | -0.1% | +4.1% |
| 30D | +14.7% | +10.2% | +4.5% | +11.6% |
| 3M | +3.6% | +0.4% | +3.2% | +3.4% |
| 6M | +32.7% | +6.9% | +25.9% | +29.9% |
| YTD | +18.9% | +10.5% | +8.4% | +15.0% |
| 1Y | +16.4% | +3.2% | +13.2% | +14.3% |
| 3Y | +159.8% | +49.0% | +110.8% | +126.6% |
| 5Y | +47.2% | +4.5% | +42.7% | +41.5% |
| 10Y | +86.5% | +92.3% | -5.9% | +49.1% |
| All | +3,144.9% | +1,275.7% | +1,869.1% | +1,531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling