+83.0%
MMM vs EXEL
+445.6%
-362.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.5% |
| 7D | +5.8% | +2.3% | +3.5% | +5.4% |
| 30D | +17.9% | +19.8% | -1.9% | +15.2% |
| 3M | +3.6% | +32.7% | -29.1% | -0.3% |
| 6M | +32.9% | +49.0% | -16.1% | +25.8% |
| YTD | +19.5% | +63.7% | -44.2% | +11.5% |
| 1Y | +16.5% | +75.8% | -59.2% | +7.6% |
| 3Y | +167.2% | +241.3% | -74.1% | +122.9% |
| 5Y | +48.2% | +289.0% | -240.8% | +20.1% |
| 10Y | +83.0% | +377.6% | -294.6% | +47.1% |
| All | +83.0% | +445.6% | -362.5% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling