+45.3%
MMM vs EXC
+41.2%
+4.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | +6.2% | -1.2% | +7.4% | +6.6% |
| 30D | +14.2% | +10.0% | +4.3% | +11.0% |
| 3M | +2.9% | +1.6% | +1.3% | +2.3% |
| 6M | +27.6% | +3.3% | +24.3% | +26.0% |
| YTD | +17.3% | +7.6% | +9.7% | +13.8% |
| 1Y | +15.1% | +3.5% | +11.6% | +13.1% |
| 3Y | +157.1% | +27.7% | +129.5% | +130.6% |
| All | +45.3% | +41.2% | +4.1% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling