+108.7%
EWY vs MMM
+47.1%
+61.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | -2.8% | -2.6% | -0.2% | -1.9% |
| 30D | -13.1% | +17.4% | -30.5% | -17.5% |
| 3M | -11.6% | +3.6% | -15.2% | -12.7% |
| 6M | -23.4% | +33.0% | -56.4% | -30.3% |
| YTD | +52.0% | +19.6% | +32.4% | +42.8% |
| 1Y | +58.6% | +14.0% | +44.6% | +50.9% |
| 3Y | +163.3% | +164.3% | -1.0% | +86.5% |
| 5Y | +108.7% | +49.3% | +59.3% | +84.1% |
| All | +108.7% | +47.1% | +61.6% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling