+43.4%
MMM vs EXPE
+46.0%
-2.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.2% |
| 3M | +1.4% | -21.3% | +22.7% | +5.2% |
| 6M | +26.6% | +19.0% | +7.6% | +22.0% |
| YTD | +16.8% | -8.4% | +25.2% | +16.8% |
| 1Y | +10.1% | -2.8% | +12.9% | +8.6% |
| 3Y | +158.4% | +120.8% | +37.7% | +113.7% |
| All | +43.4% | +46.0% | -2.6% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling