+23.0%
MMM vs EXEL
+92.4%
-69.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.9% | +9.5% |
| 7D | +12.2% | +9.8% | +2.5% | +10.8% |
| 30D | +18.8% | +23.6% | -4.8% | +15.4% |
| 3M | +7.4% | +29.9% | -22.6% | +3.4% |
| 6M | +38.3% | +64.7% | -26.4% | +28.1% |
| YTD | +22.9% | +66.0% | -43.1% | +12.9% |
| 1Y | +23.0% | +92.0% | -68.9% | +8.6% |
| All | +23.0% | +92.4% | -69.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling