+33.6%
EEM vs MMM
+48.8%
-15.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -0.9% | +7.0% | -7.8% | -2.5% |
| 30D | -9.3% | +18.4% | -27.7% | -13.1% |
| 3M | -7.1% | +4.5% | -11.5% | -8.2% |
| 6M | -10.4% | +33.4% | -43.8% | -16.9% |
| YTD | +11.3% | +20.0% | -8.7% | +5.7% |
| 1Y | +11.3% | +15.0% | -3.8% | +6.7% |
| 3Y | +69.6% | +165.0% | -95.4% | +29.5% |
| 5Y | +33.6% | +47.9% | -14.3% | +17.9% |
| All | +33.6% | +48.8% | -15.2% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling