+64.6%
EFA vs MMM
+99.5%
-34.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.7% |
| 7D | -0.5% | -2.6% | +2.1% | +0.1% |
| 30D | -1.3% | -9.3% | +8.0% | +0.8% |
| 3M | +5.2% | +5.6% | -0.4% | +3.8% |
| 6M | +9.4% | +9.5% | -0.1% | +6.9% |
| YTD | +12.7% | +4.1% | +8.6% | +11.1% |
| 1Y | +19.3% | +9.4% | +9.9% | +16.2% |
| All | +64.6% | +99.5% | -34.9% | +44.6% |
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