+10.8%
MMM vs EXPE
+28.7%
-17.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.9% | +7.3% | +0.2% |
| 7D | -1.6% | -9.8% | +8.2% | -0.6% |
| 30D | -8.0% | -11.5% | +3.5% | -6.9% |
| 3M | +9.4% | +21.7% | -12.3% | +7.3% |
| 6M | +10.2% | +10.4% | -0.1% | +8.8% |
| YTD | +6.1% | -2.5% | +8.6% | +6.6% |
| 1Y | +10.8% | +27.3% | -16.6% | +7.1% |
| All | +10.8% | +28.7% | -17.9% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling