+132.3%
EEM vs MMM
+51.9%
+80.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +2.0% | -2.6% | +4.6% | +2.9% |
| 30D | +5.1% | -9.3% | +14.4% | +8.5% |
| 3M | +4.6% | +5.6% | -1.0% | +2.5% |
| 6M | +17.8% | +9.5% | +8.3% | +13.9% |
| YTD | +25.8% | +4.1% | +21.7% | +23.4% |
| 1Y | +36.4% | +9.4% | +27.0% | +31.2% |
| 3Y | +90.0% | +101.0% | -11.0% | +43.0% |
| 5Y | +46.6% | +26.1% | +20.5% | +31.6% |
| 10Y | +132.3% | +54.7% | +77.5% | +83.1% |
| All | +132.3% | +51.9% | +80.3% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling