+8.0%
MMM vs ET
+35.8%
-27.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -0.9% |
| 7D | -3.2% | +1.4% | -4.6% | -3.2% |
| 30D | -10.7% | +4.6% | -15.3% | -10.4% |
| 3M | +4.3% | +16.0% | -11.8% | +5.1% |
| 6M | +5.9% | +22.8% | -16.9% | +5.7% |
| YTD | +3.2% | +38.9% | -35.7% | +0.8% |
| 1Y | +8.0% | +34.1% | -26.1% | +4.2% |
| All | +8.0% | +35.8% | -27.8% | +4.2% |
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