+395.7%
EFA vs MMM
+618.0%
-222.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | -3.3% | +3.9% | +2.4% |
| 30D | +0.9% | -7.0% | +7.9% | +4.7% |
| 3M | +4.9% | +10.8% | -5.9% | -1.1% |
| 6M | +8.6% | +5.8% | +2.8% | +4.7% |
| YTD | +14.6% | +6.8% | +7.8% | +9.4% |
| 1Y | +22.6% | +10.4% | +12.2% | +14.3% |
| 3Y | +66.5% | +104.7% | -38.2% | +3.7% |
| 5Y | +54.5% | +23.6% | +31.0% | +26.5% |
| 10Y | +144.8% | +54.1% | +90.7% | +60.1% |
| All | +395.7% | +618.0% | -222.3% | +13.8% |
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