+91.0%
EEM vs MMM
+105.1%
-14.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +3.1% | -1.6% | +4.7% | +3.4% |
| 30D | +4.9% | -8.0% | +12.9% | +6.7% |
| 3M | +5.2% | +9.4% | -4.1% | +3.1% |
| 6M | +20.7% | +10.2% | +10.5% | +17.9% |
| YTD | +26.5% | +6.1% | +20.4% | +24.3% |
| 1Y | +37.8% | +10.8% | +27.1% | +34.2% |
| 3Y | +91.0% | +104.8% | -13.8% | +67.0% |
| All | +91.0% | +105.1% | -14.1% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling