+354.0%
MMM vs EMB
+127.1%
+227.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | +14.2% | +1.3% | +12.9% | +13.4% |
| 3M | +2.9% | -2.2% | +5.2% | +4.4% |
| 6M | +27.6% | -2.3% | +29.9% | +29.5% |
| YTD | +17.3% | -0.6% | +17.9% | +18.0% |
| 1Y | +15.1% | +0.5% | +14.6% | +15.1% |
| 3Y | +157.1% | +29.4% | +127.7% | +125.0% |
| 5Y | +45.1% | +6.5% | +38.6% | +39.2% |
| 10Y | +83.9% | +29.8% | +54.1% | +62.6% |
| All | +354.0% | +127.1% | +227.0% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling