+53.8%
MMM vs ESI
+307.6%
-253.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.6% | +5.4% | -7.0% | -3.3% |
| 30D | -8.0% | -4.2% | -3.8% | -6.9% |
| 3M | +9.4% | -9.6% | +19.0% | +11.7% |
| 6M | +10.2% | +18.3% | -8.1% | +1.5% |
| YTD | +6.1% | +45.8% | -39.7% | -9.7% |
| 1Y | +10.8% | +39.2% | -28.4% | -4.7% |
| 3Y | +104.8% | +86.3% | +18.5% | +56.1% |
| 5Y | +27.0% | +76.2% | -49.2% | -3.4% |
| 10Y | +53.8% | +306.8% | -253.0% | -12.6% |
| All | +53.8% | +307.6% | -253.8% | -12.6% |
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