+10.1%
MMM vs ET
+25.8%
-15.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.4% | +2.5% | -2.9% | +0.3% |
| 30D | +12.1% | -2.5% | +14.6% | +11.4% |
| 3M | +1.4% | -4.9% | +6.3% | +0.4% |
| 6M | +26.6% | -0.1% | +26.7% | +26.4% |
| YTD | +16.8% | +26.2% | -9.4% | +18.5% |
| 1Y | +10.1% | +25.2% | -15.1% | +11.4% |
| All | +10.1% | +25.8% | -15.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling