+157.1%
MMM vs EXC
+26.3%
+130.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | +14.2% | +10.0% | +4.3% | +12.2% |
| 3M | +2.9% | +1.6% | +1.3% | +2.5% |
| 6M | +27.6% | +3.3% | +24.3% | +26.6% |
| YTD | +17.3% | +7.6% | +9.7% | +15.2% |
| 1Y | +15.1% | +3.5% | +11.6% | +13.9% |
| 3Y | +157.1% | +27.7% | +129.5% | +133.2% |
| All | +157.1% | +26.3% | +130.8% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling