+40.5%
EEM vs MMM
+12.8%
+27.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.3% | -3.3% | +5.6% | +3.3% |
| 30D | +4.5% | -7.0% | +11.6% | +6.7% |
| 3M | -0.1% | +10.8% | -10.9% | -3.4% |
| 6M | +16.9% | +5.8% | +11.2% | +13.2% |
| YTD | +26.2% | +6.8% | +19.5% | +22.2% |
| 1Y | +40.5% | +10.4% | +30.1% | +34.7% |
| All | +40.5% | +12.8% | +27.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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