+313.3%
MMM vs EMB
+132.1%
+181.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -7.0% | -0.3% | -6.7% | -6.8% |
| 3M | +10.8% | -0.4% | +11.2% | +11.1% |
| 6M | +5.8% | +0.1% | +5.6% | +5.8% |
| YTD | +6.8% | +1.6% | +5.2% | +6.0% |
| 1Y | +10.4% | +5.6% | +4.8% | +7.2% |
| 3Y | +104.7% | +29.8% | +74.9% | +78.5% |
| 5Y | +23.6% | +7.3% | +16.3% | +17.7% |
| 10Y | +54.1% | +30.4% | +23.7% | +35.3% |
| All | +313.3% | +132.1% | +181.2% | +205.2% |
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 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