+23.0%
MMM vs EMB
+0.7%
+22.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +7.6% |
| 7D | +12.2% | +0.7% | +11.5% | +10.8% |
| 30D | +18.8% | +2.3% | +16.5% | +14.2% |
| 3M | +7.4% | -2.5% | +9.9% | +12.2% |
| 6M | +38.3% | -1.1% | +39.4% | +40.4% |
| YTD | +22.9% | -0.6% | +23.4% | +25.5% |
| 1Y | +23.0% | +0.6% | +22.4% | +23.2% |
| All | +23.0% | +0.7% | +22.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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