+158.4%
MMM vs ESI
+79.1%
+79.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -0.4% | +5.5% | -5.9% | -1.9% |
| 30D | +12.1% | -7.8% | +19.9% | +14.1% |
| 3M | +1.4% | -15.0% | +16.4% | +5.3% |
| 6M | +26.6% | -24.9% | +51.5% | +35.1% |
| YTD | +16.8% | +33.2% | -16.4% | -0.8% |
| 1Y | +10.1% | +24.9% | -14.8% | -4.4% |
| 3Y | +158.4% | +77.8% | +80.7% | +92.8% |
| All | +158.4% | +79.1% | +79.4% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling