+164.3%
EWY vs MMM
+12.8%
+151.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +4.8% | -3.3% | +8.1% | +6.2% |
| 30D | +11.7% | -7.0% | +18.7% | +14.8% |
| 3M | -7.4% | +10.8% | -18.2% | -11.5% |
| 6M | +40.6% | +5.8% | +34.8% | +34.3% |
| YTD | +94.3% | +6.8% | +87.5% | +86.2% |
| 1Y | +164.3% | +10.4% | +153.9% | +151.6% |
| All | +164.3% | +12.8% | +151.5% | +151.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling