+32.4%
MMM vs EXE
+187.5%
-155.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -2.6% | -2.7% | +0.1% | -2.2% |
| 30D | -9.3% | -0.4% | -8.9% | -9.3% |
| 3M | +5.6% | +9.5% | -3.9% | +4.2% |
| 6M | +9.5% | -9.3% | +18.8% | +10.6% |
| YTD | +4.1% | -10.9% | +15.0% | +5.3% |
| 1Y | +9.4% | +4.3% | +5.1% | +7.8% |
| 3Y | +101.0% | +18.8% | +82.2% | +93.1% |
| 5Y | +26.1% | +101.4% | -75.3% | +14.4% |
| All | +32.4% | +187.5% | -155.1% | +17.7% |
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