+3,164.0%
MMM vs ETR
+4,610.8%
-1,446.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +17.4% | +7.7% | +9.7% | +14.9% |
| 3M | +3.6% | +5.7% | -2.1% | +1.9% |
| 6M | +33.0% | -0.3% | +33.3% | +33.0% |
| YTD | +19.6% | +23.4% | -3.7% | +12.0% |
| 1Y | +14.0% | +18.5% | -4.4% | +8.0% |
| 3Y | +164.3% | +155.6% | +8.7% | +97.8% |
| 5Y | +49.3% | +158.7% | -109.3% | +10.8% |
| 10Y | +78.4% | +377.8% | -299.4% | +9.5% |
| All | +3,164.0% | +4,610.8% | -1,446.8% | +1,014.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling