+97.9%
MMM vs ET
+97.4%
+0.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -9.3% | +5.3% | -14.6% | -11.2% |
| 3M | +5.6% | +15.6% | -10.1% | -0.7% |
| 6M | +9.5% | +20.6% | -11.2% | +0.4% |
| YTD | +4.1% | +38.5% | -34.4% | -10.9% |
| 1Y | +9.4% | +35.7% | -26.3% | -5.6% |
| All | +97.9% | +97.4% | +0.5% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling