+230.2%
EWY vs MMM
+105.1%
+125.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +8.0% | -1.6% | +9.6% | +8.5% |
| 30D | +14.3% | -8.0% | +22.3% | +16.9% |
| 3M | +2.3% | +9.4% | -7.1% | -0.2% |
| 6M | +49.9% | +10.2% | +39.6% | +45.5% |
| YTD | +95.3% | +6.1% | +89.2% | +91.3% |
| 1Y | +161.7% | +10.8% | +150.9% | +153.2% |
| 3Y | +230.2% | +104.8% | +125.4% | +180.7% |
| All | +230.2% | +105.1% | +125.1% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling