+43.4%
MMM vs EXC
+41.3%
+2.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.4% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +12.1% | +8.6% | +3.6% | +9.3% |
| 3M | +1.4% | +2.4% | -1.0% | +0.6% |
| 6M | +26.6% | +6.5% | +20.1% | +23.8% |
| YTD | +16.8% | +9.0% | +7.8% | +12.9% |
| 1Y | +10.1% | +4.6% | +5.5% | +7.8% |
| 3Y | +158.4% | +33.5% | +124.9% | +127.6% |
| All | +43.4% | +41.3% | +2.1% | +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