+854.3%
EEM vs MMM
+484.1%
+370.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.3% | -3.3% | +5.6% | +4.4% |
| 30D | +4.5% | -7.0% | +11.6% | +9.1% |
| 3M | -0.1% | +10.8% | -10.9% | -6.6% |
| 6M | +16.9% | +5.8% | +11.2% | +12.2% |
| YTD | +26.2% | +6.8% | +19.5% | +19.7% |
| 1Y | +40.5% | +10.4% | +30.1% | +29.6% |
| 3Y | +86.2% | +104.7% | -18.5% | +6.6% |
| 5Y | +45.5% | +23.6% | +21.9% | +14.3% |
| 10Y | +128.6% | +54.1% | +74.5% | +33.3% |
| All | +854.3% | +484.1% | +370.1% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling