+75.6%
MMM vs ETR
+378.9%
-303.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | +11.7% | +7.0% | +4.7% | +9.0% |
| 3M | +1.0% | +4.6% | -3.6% | -0.7% |
| 6M | +26.0% | +0.1% | +25.9% | +25.8% |
| YTD | +16.3% | +23.2% | -6.8% | +6.9% |
| 1Y | +9.6% | +20.6% | -11.0% | +1.5% |
| 3Y | +157.3% | +156.3% | +1.1% | +76.5% |
| 5Y | +42.5% | +159.6% | -117.2% | -3.5% |
| All | +75.6% | +378.9% | -303.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling