+83.0%
MMM vs ESI
+323.5%
-240.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.3% | +0.2% |
| 7D | +5.8% | -3.5% | +9.2% | +6.6% |
| 30D | +17.9% | -9.3% | +27.2% | +20.9% |
| 3M | +3.6% | -12.8% | +16.4% | +7.2% |
| 6M | +32.9% | -24.6% | +57.5% | +42.5% |
| YTD | +19.5% | +32.7% | -13.3% | +3.5% |
| 1Y | +16.5% | +20.3% | -3.8% | +4.3% |
| 3Y | +167.2% | +80.2% | +87.0% | +102.6% |
| 5Y | +48.2% | +40.0% | +8.3% | +19.9% |
| 10Y | +83.0% | +310.8% | -227.8% | +5.8% |
| All | +83.0% | +323.5% | -240.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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