+48.2%
MMM vs ETR
+162.9%
-114.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +5.8% | +1.7% | +4.0% | +5.1% |
| 30D | +17.9% | +8.7% | +9.2% | +14.2% |
| 3M | +3.6% | +4.9% | -1.3% | +1.6% |
| 6M | +32.9% | +0.8% | +32.1% | +32.2% |
| YTD | +19.5% | +23.1% | -3.7% | +8.9% |
| 1Y | +16.5% | +17.9% | -1.3% | +8.1% |
| 3Y | +167.2% | +154.5% | +12.6% | +74.6% |
| 5Y | +48.2% | +160.3% | -112.0% | -5.9% |
| All | +48.2% | +162.9% | -114.7% | -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 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