+54.7%
MMM vs ETR
+288.4%
-233.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -9.3% | +2.0% | -11.3% | -10.0% |
| 3M | +5.6% | -1.7% | +7.3% | +6.1% |
| 6M | +9.5% | +3.6% | +5.9% | +7.4% |
| YTD | +4.1% | +18.0% | -13.9% | -2.8% |
| 1Y | +9.4% | +26.2% | -16.9% | -0.7% |
| 3Y | +101.0% | +148.0% | -47.0% | +39.6% |
| 5Y | +26.1% | +126.1% | -99.9% | -10.2% |
| 10Y | +54.7% | +302.3% | -247.5% | -5.9% |
| All | +54.7% | +288.4% | -233.7% | -5.9% |
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