+106.6%
MMM vs EXPE
+182.4%
-75.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -3.3% | -9.5% | +6.2% | -1.7% |
| 30D | -7.0% | -6.6% | -0.4% | -6.1% |
| 3M | +10.8% | +31.4% | -20.6% | +5.5% |
| 6M | +5.8% | +35.2% | -29.4% | -0.5% |
| YTD | +6.8% | +5.8% | +1.0% | +4.8% |
| 1Y | +10.4% | +38.7% | -28.3% | +2.0% |
| All | +106.6% | +182.4% | -75.8% | +63.7% |
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