+65.5%
EFA vs MMM
+165.3%
-99.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +1.2% | +7.0% | -5.7% | -0.3% |
| 30D | +0.9% | +18.4% | -17.5% | -2.8% |
| 3M | -3.4% | +4.5% | -7.9% | -4.4% |
| 6M | +2.0% | +33.4% | -31.5% | -4.6% |
| YTD | +10.4% | +20.0% | -9.6% | +5.4% |
| 1Y | +13.3% | +15.0% | -1.8% | +9.0% |
| All | +65.5% | +165.3% | -99.8% | +43.4% |
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