+376.6%
EFA vs MMM
+682.3%
-305.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.9% |
| 7D | +2.2% | -0.8% | +3.0% | +2.7% |
| 30D | +1.4% | +11.7% | -10.3% | -4.6% |
| 3M | -4.2% | +1.0% | -5.2% | -5.2% |
| 6M | +1.9% | +26.0% | -24.1% | -10.7% |
| YTD | +10.2% | +16.3% | -6.1% | +0.1% |
| 1Y | +12.8% | +9.6% | +3.1% | +5.6% |
| 3Y | +65.2% | +157.3% | -92.1% | -9.7% |
| 5Y | +49.8% | +42.5% | +7.3% | +13.0% |
| 10Y | +145.2% | +73.4% | +71.7% | +49.3% |
| All | +376.6% | +682.3% | -305.7% | +4.1% |
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