+78.1%
MMM vs EXEL
+325.9%
-247.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.8% | +1.6% | -2.5% | -1.0% |
| 30D | +14.4% | +17.4% | -2.9% | +12.0% |
| 3M | +1.8% | +38.6% | -36.8% | -2.5% |
| 6M | +31.3% | +41.2% | -9.9% | +25.2% |
| YTD | +18.0% | +59.3% | -41.4% | +10.4% |
| 1Y | +10.9% | +60.2% | -49.3% | +3.6% |
| 3Y | +160.6% | +232.6% | -72.0% | +118.3% |
| 5Y | +44.5% | +285.9% | -241.4% | +17.2% |
| All | +78.1% | +325.9% | -247.8% | +43.2% |
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