+50.0%
MMM vs EXE
+163.0%
-113.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -0.8% | +3.6% | -4.4% | -1.2% |
| 30D | +14.4% | -4.3% | +18.7% | +15.0% |
| 3M | +1.8% | -7.7% | +9.4% | +2.7% |
| 6M | +31.3% | -7.2% | +38.5% | +32.2% |
| YTD | +18.0% | -18.5% | +36.5% | +20.5% |
| 1Y | +10.9% | -24.4% | +35.2% | +14.5% |
| 3Y | +160.6% | +21.6% | +139.0% | +149.3% |
| 5Y | +44.5% | +77.3% | -32.8% | +33.2% |
| All | +50.0% | +163.0% | -113.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling