+10.4%
MMM vs EXC
+3.5%
+6.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -3.3% | +0.3% | -3.6% | -3.3% |
| 30D | -7.0% | -3.7% | -3.3% | -6.8% |
| 3M | +10.8% | -1.3% | +12.1% | +11.0% |
| 6M | +5.8% | -9.7% | +15.5% | +6.4% |
| YTD | +6.8% | +2.9% | +3.9% | +7.0% |
| 1Y | +10.4% | +4.4% | +6.0% | +6.2% |
| All | +10.4% | +3.5% | +6.9% | +6.2% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling