+106.6%
MMM vs EXE
+20.7%
+85.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -3.3% | -0.3% | -3.1% | -3.3% |
| 30D | -7.0% | +8.5% | -15.5% | -8.0% |
| 3M | +10.8% | +5.5% | +5.4% | +9.9% |
| 6M | +5.8% | -5.9% | +11.7% | +6.6% |
| YTD | +6.8% | -9.7% | +16.5% | +8.3% |
| 1Y | +10.4% | +3.6% | +6.8% | +8.3% |
| All | +106.6% | +20.7% | +85.9% | +93.7% |
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 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