+290.8%
EWY vs MMM
+53.9%
+236.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +1.2% | -3.2% | +4.5% | +2.6% |
| 30D | +9.3% | -10.7% | +20.0% | +14.3% |
| 3M | +2.4% | +4.3% | -1.9% | +0.5% |
| 6M | +40.3% | +5.9% | +34.4% | +36.8% |
| YTD | +88.0% | +3.2% | +84.8% | +84.7% |
| 1Y | +143.8% | +8.0% | +135.8% | +134.0% |
| 3Y | +217.8% | +99.1% | +118.7% | +126.8% |
| 5Y | +142.7% | +25.7% | +117.0% | +113.9% |
| All | +290.8% | +53.9% | +236.9% | +197.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling