+235.5%
EWY vs MMM
+75.7%
+159.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +10.4% | -0.8% | +11.2% | +10.8% |
| 30D | -12.7% | +14.4% | -27.1% | -17.5% |
| 3M | -17.3% | +1.8% | -19.1% | -18.2% |
| 6M | -18.6% | +31.3% | -49.8% | -27.5% |
| YTD | +49.5% | +18.0% | +31.6% | +38.8% |
| 1Y | +55.0% | +10.9% | +44.1% | +47.3% |
| 3Y | +159.0% | +160.6% | -1.6% | +64.4% |
| 5Y | +102.5% | +44.5% | +58.0% | +68.4% |
| All | +235.5% | +75.7% | +159.8% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling