+157.1%
MMM vs EXE
+3.8%
+153.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +6.2% | -6.6% | +12.8% | +6.9% |
| 30D | +14.2% | -4.0% | +18.2% | +14.6% |
| 3M | +2.9% | -7.5% | +10.4% | +3.6% |
| 6M | +27.6% | -11.7% | +39.2% | +29.0% |
| YTD | +17.3% | -22.0% | +39.3% | +20.7% |
| 1Y | +15.1% | -21.8% | +36.9% | +18.3% |
| 3Y | +157.1% | +8.0% | +149.1% | +144.3% |
| All | +157.1% | +3.8% | +153.3% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling