+399.1%
MMM vs EXPE
+851.4%
-452.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -3.3% | -9.5% | +6.2% | -1.5% |
| 30D | -7.0% | -6.6% | -0.4% | -5.9% |
| 3M | +10.8% | +31.4% | -20.6% | +4.7% |
| 6M | +5.8% | +35.2% | -29.4% | -1.3% |
| YTD | +6.8% | +5.8% | +1.0% | +3.9% |
| 1Y | +10.4% | +38.7% | -28.3% | +1.3% |
| 3Y | +104.7% | +175.8% | -71.1% | +59.9% |
| 5Y | +23.6% | +111.8% | -88.3% | -2.5% |
| 10Y | +54.1% | +179.7% | -125.6% | +6.2% |
| All | +399.1% | +851.4% | -452.3% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling