+27.0%
MMM vs EXE
+106.6%
-79.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | -8.0% | +6.4% | -14.4% | -8.8% |
| 3M | +9.4% | +9.2% | +0.1% | +7.9% |
| 6M | +10.2% | -7.0% | +17.2% | +11.1% |
| YTD | +6.1% | -9.5% | +15.6% | +7.1% |
| 1Y | +10.8% | +6.2% | +4.6% | +8.8% |
| 3Y | +104.8% | +20.7% | +84.0% | +96.0% |
| 5Y | +27.0% | +103.6% | -76.6% | +14.9% |
| All | +27.0% | +106.6% | -79.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling