+13.5%
EEM vs MMM
+11.3%
+2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | +5.3% | -0.8% | +6.1% | +5.6% |
| 30D | -7.0% | +14.4% | -21.4% | -10.6% |
| 3M | -8.0% | +1.8% | -9.8% | -8.1% |
| 6M | -6.6% | +31.3% | -37.9% | -15.5% |
| YTD | +12.3% | +18.0% | -5.6% | +4.8% |
| All | +13.5% | +11.3% | +2.2% | +6.6% |
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