+53.8%
MMM vs EXEL
+380.2%
-326.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -8.0% | +6.7% | -14.7% | -8.8% |
| 3M | +9.4% | +11.5% | -2.1% | +7.8% |
| 6M | +10.2% | +38.8% | -28.6% | +5.6% |
| YTD | +6.1% | +31.6% | -25.5% | +2.1% |
| 1Y | +10.8% | +53.0% | -42.2% | +4.5% |
| 3Y | +104.8% | +160.8% | -56.0% | +78.6% |
| 5Y | +27.0% | +190.1% | -163.0% | +8.1% |
| 10Y | +53.8% | +367.0% | -313.2% | +26.3% |
| All | +53.8% | +380.2% | -326.4% | +26.3% |
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