+23.0%
MMM vs EXC
+1.0%
+22.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +9.3% |
| 7D | +12.2% | +3.3% | +9.0% | +11.7% |
| 30D | +18.8% | +13.3% | +5.6% | +17.2% |
| 3M | +7.4% | +1.8% | +5.5% | +6.8% |
| 6M | +38.3% | +1.1% | +37.2% | +37.5% |
| YTD | +22.9% | +9.0% | +13.8% | +21.7% |
| 1Y | +23.0% | +3.4% | +19.6% | +22.1% |
| All | +23.0% | +1.0% | +22.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling