+76.3%
MMM vs EME
+905.2%
-828.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.4% | +8.4% | -8.8% | -2.8% |
| 30D | +12.1% | -11.5% | +23.6% | +15.5% |
| 3M | +1.4% | -20.6% | +22.1% | +7.5% |
| 6M | +26.6% | -28.5% | +55.1% | +37.3% |
| YTD | +16.8% | +8.0% | +8.8% | +9.4% |
| 1Y | +10.1% | +6.8% | +3.3% | +3.3% |
| 3Y | +158.4% | +213.9% | -55.5% | +52.4% |
| 5Y | +43.1% | +414.8% | -371.7% | -31.6% |
| All | +76.3% | +905.2% | -828.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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