+83.0%
MMM vs EXPE
+119.8%
-36.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -13.3% | +19.1% | +8.5% |
| 30D | +17.9% | -5.5% | +23.4% | +18.9% |
| 3M | +3.6% | -16.5% | +20.0% | +6.5% |
| 6M | +32.9% | +13.1% | +19.8% | +28.8% |
| YTD | +19.5% | -8.0% | +27.5% | +19.1% |
| 1Y | +16.5% | +1.1% | +15.4% | +13.9% |
| 3Y | +167.2% | +131.2% | +36.0% | +116.6% |
| 5Y | +48.2% | +39.8% | +8.5% | +27.1% |
| 10Y | +83.0% | +118.5% | -35.4% | +25.3% |
| All | +83.0% | +119.8% | -36.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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