+43.4%
MMM vs EMB
+7.3%
+36.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.7% |
| 7D | -0.4% | -0.9% | +0.5% | +0.6% |
| 30D | +12.1% | +0.4% | +11.8% | +11.9% |
| 3M | +1.4% | -3.1% | +4.5% | +4.8% |
| 6M | +26.6% | -2.1% | +28.6% | +29.5% |
| YTD | +16.8% | -1.1% | +17.9% | +18.5% |
| 1Y | +10.1% | -0.1% | +10.1% | +10.6% |
| 3Y | +158.4% | +29.6% | +128.8% | +109.0% |
| All | +43.4% | +7.3% | +36.1% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling