+26.1%
MMM vs EME
+544.7%
-518.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.3% |
| 7D | -2.6% | +2.7% | -5.3% | -3.2% |
| 30D | -9.3% | -6.8% | -2.5% | -7.9% |
| 3M | +5.6% | -8.8% | +14.4% | +7.3% |
| 6M | +9.5% | +5.0% | +4.5% | +6.5% |
| YTD | +4.1% | +23.5% | -19.4% | -3.7% |
| 1Y | +9.4% | +21.3% | -11.9% | -0.3% |
| 3Y | +101.0% | +241.1% | -140.1% | +21.4% |
| 5Y | +26.1% | +549.2% | -523.0% | -42.2% |
| All | +26.1% | +544.7% | -518.6% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling