+157.1%
MMM vs EXEL
+231.1%
-74.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.6% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | +14.2% | +19.0% | -4.8% | +11.6% |
| 3M | +2.9% | +33.3% | -30.4% | -1.0% |
| 6M | +27.6% | +42.9% | -15.3% | +21.3% |
| YTD | +17.3% | +58.7% | -41.4% | +9.6% |
| 1Y | +15.1% | +70.5% | -55.4% | +6.5% |
| 3Y | +157.1% | +233.8% | -76.7% | +113.5% |
| All | +157.1% | +231.1% | -74.0% | +113.5% |
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