+106.6%
MMM vs EXEL
+164.9%
-58.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -3.3% | +8.4% | -11.7% | -4.4% |
| 30D | -7.0% | +4.1% | -11.1% | -7.6% |
| 3M | +10.8% | +12.4% | -1.6% | +9.0% |
| 6M | +5.8% | +41.5% | -35.8% | +0.6% |
| YTD | +6.8% | +34.6% | -27.9% | +2.1% |
| 1Y | +10.4% | +57.9% | -47.5% | +3.0% |
| All | +106.6% | +164.9% | -58.2% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling