+157.3%
MMM vs EMB
+29.8%
+127.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.0% |
| 7D | -0.8% | -0.9% | +0.1% | +0.6% |
| 30D | +11.7% | +0.4% | +11.3% | +11.3% |
| 3M | +1.0% | -3.1% | +4.1% | +6.1% |
| 6M | +26.0% | -2.1% | +28.1% | +30.3% |
| YTD | +16.3% | -1.1% | +17.4% | +18.8% |
| 1Y | +9.6% | -0.1% | +9.7% | +10.3% |
| 3Y | +157.3% | +29.6% | +127.7% | +109.9% |
| All | +157.3% | +29.8% | +127.5% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling