+140.4%
EFA vs MMM
+53.9%
+86.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.4% | -3.2% | +0.9% | -1.2% |
| 30D | -2.2% | -10.7% | +8.4% | +1.6% |
| 3M | +5.7% | +4.3% | +1.4% | +3.9% |
| 6M | +8.2% | +5.9% | +2.3% | +5.6% |
| YTD | +11.8% | +3.2% | +8.6% | +9.8% |
| 1Y | +18.3% | +8.0% | +10.3% | +14.0% |
| 3Y | +64.9% | +99.1% | -34.2% | +22.7% |
| 5Y | +52.4% | +25.7% | +26.7% | +35.8% |
| All | +140.4% | +53.9% | +86.6% | +89.2% |
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 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