+166.5%
MMM vs ESI
+182.6%
-16.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | +6.2% | -8.5% | +14.7% | +8.2% |
| 30D | +14.2% | -15.7% | +29.9% | +18.4% |
| 3M | +2.9% | -18.2% | +21.1% | +7.1% |
| 6M | +27.6% | -28.8% | +56.4% | +36.1% |
| YTD | +17.3% | +26.3% | -9.0% | +8.0% |
| 1Y | +15.1% | +18.2% | -3.1% | +7.4% |
| 3Y | +157.1% | +68.1% | +89.0% | +118.5% |
| 5Y | +45.1% | +28.8% | +16.3% | +28.8% |
| 10Y | +83.9% | +329.8% | -246.0% | +29.1% |
| All | +166.5% | +182.6% | -16.1% | +83.5% |
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