+78.1%
MMM vs EME
+910.4%
-832.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.8% | +11.3% | -12.1% | -4.0% |
| 30D | +14.4% | -14.6% | +29.0% | +19.0% |
| 3M | +1.8% | -20.4% | +22.2% | +7.8% |
| 6M | +31.3% | -28.3% | +59.6% | +42.2% |
| YTD | +18.0% | +8.6% | +9.4% | +10.3% |
| 1Y | +10.9% | +3.2% | +7.6% | +5.2% |
| 3Y | +160.6% | +216.8% | -56.1% | +53.2% |
| 5Y | +44.5% | +417.5% | -373.0% | -31.1% |
| All | +78.1% | +910.4% | -832.3% | -35.8% |
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