+53.8%
MMM vs EMB
+29.2%
+24.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -8.0% | -0.5% | -7.5% | -7.6% |
| 3M | +9.4% | +0.3% | +9.0% | +9.1% |
| 6M | +10.2% | +1.2% | +9.1% | +9.3% |
| YTD | +6.1% | +1.5% | +4.6% | +5.0% |
| 1Y | +10.8% | +4.8% | +6.0% | +6.9% |
| 3Y | +104.8% | +30.4% | +74.4% | +68.1% |
| 5Y | +27.0% | +7.3% | +19.8% | +19.0% |
| 10Y | +53.8% | +29.7% | +24.1% | +32.6% |
| All | +53.8% | +29.2% | +24.6% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling