+52.5%
MMM vs EXE
+161.7%
-109.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.1% |
| 7D | +7.0% | -2.2% | +9.2% | +7.2% |
| 30D | +18.4% | -0.3% | +18.7% | +18.3% |
| 3M | +4.5% | -9.3% | +13.8% | +5.6% |
| 6M | +33.4% | -7.2% | +40.7% | +34.3% |
| YTD | +20.0% | -18.9% | +38.9% | +22.6% |
| 1Y | +15.0% | -21.7% | +36.7% | +18.1% |
| 3Y | +165.0% | +21.0% | +144.0% | +153.7% |
| 5Y | +47.9% | +76.0% | -28.0% | +36.5% |
| All | +52.5% | +161.7% | -109.2% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling