+912.7%
MMM vs EXEL
+340.0%
+572.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.5% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | +14.2% | +19.0% | -4.8% | +12.3% |
| 3M | +2.9% | +33.3% | -30.4% | 0.0% |
| 6M | +27.6% | +42.9% | -15.3% | +23.0% |
| YTD | +17.3% | +58.7% | -41.4% | +11.7% |
| 1Y | +15.1% | +70.5% | -55.4% | +8.8% |
| 3Y | +157.1% | +233.8% | -76.7% | +125.5% |
| 5Y | +45.1% | +259.3% | -214.2% | +25.3% |
| 10Y | +83.9% | +484.1% | -400.3% | +44.8% |
| All | +912.7% | +340.0% | +572.7% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling