+27.0%
MMM vs ETR
+129.9%
-102.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -8.0% | +1.9% | -9.9% | -8.7% |
| 3M | +9.4% | +1.0% | +8.4% | +8.8% |
| 6M | +10.2% | +4.8% | +5.4% | +7.5% |
| YTD | +6.1% | +19.5% | -13.4% | -2.0% |
| 1Y | +10.8% | +28.1% | -17.3% | -0.9% |
| 3Y | +104.8% | +151.1% | -46.4% | +35.9% |
| 5Y | +27.0% | +125.2% | -98.1% | -14.4% |
| All | +27.0% | +129.9% | -102.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling