+158.4%
MMM vs EXPE
+121.7%
+36.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +12.1% | -6.1% | +18.2% | +13.3% |
| 3M | +1.4% | -21.3% | +22.7% | +5.1% |
| 6M | +26.6% | +19.0% | +7.6% | +22.3% |
| YTD | +16.8% | -8.4% | +25.2% | +17.2% |
| 1Y | +10.1% | -2.8% | +12.9% | +9.0% |
| 3Y | +158.4% | +120.8% | +37.7% | +113.8% |
| All | +158.4% | +121.7% | +36.7% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling