+154.5%
EWY vs MMM
+9.3%
+145.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.2% |
| 7D | +6.7% | -2.6% | +9.2% | +7.7% |
| 30D | +17.0% | -9.3% | +26.3% | +21.3% |
| 3M | +3.7% | +5.6% | -1.9% | +1.0% |
| 6M | +42.5% | +9.5% | +33.0% | +35.6% |
| YTD | +96.2% | +4.1% | +92.1% | +89.8% |
| All | +154.5% | +9.3% | +145.2% | +143.7% |
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