+49.7%
MMM vs EME
+402.5%
-352.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +7.0% | -8.8% | +15.7% | +8.7% |
| 30D | +18.4% | -18.2% | +36.6% | +23.2% |
| 3M | +4.5% | -20.2% | +24.7% | +9.1% |
| 6M | +33.4% | -29.9% | +63.3% | +43.2% |
| YTD | +20.0% | +5.7% | +14.2% | +14.0% |
| 1Y | +15.0% | -1.5% | +16.5% | +11.3% |
| 3Y | +165.0% | +208.4% | -43.5% | +59.4% |
| All | +49.7% | +402.5% | -352.8% | -29.2% |
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