+142.6%
MMM vs ESI
+224.6%
-82.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | -3.3% | +3.3% | -6.6% | -4.1% |
| 30D | -7.0% | -5.9% | -1.2% | -5.8% |
| 3M | +10.8% | -14.1% | +24.9% | +14.0% |
| 6M | +5.8% | +6.6% | -0.8% | +2.5% |
| YTD | +6.8% | +45.0% | -38.3% | -4.3% |
| 1Y | +10.4% | +41.5% | -31.1% | -0.8% |
| 3Y | +104.7% | +78.8% | +25.9% | +72.2% |
| 5Y | +23.6% | +70.9% | -47.3% | +3.7% |
| 10Y | +54.1% | +317.1% | -263.0% | +6.7% |
| All | +142.6% | +224.6% | -82.0% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling