+1,764.1%
MMM vs EME
+61,143.5%
-59,379.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -3.3% | +1.9% | -5.2% | -3.7% |
| 30D | -7.0% | -8.3% | +1.3% | -5.2% |
| 3M | +10.8% | -10.7% | +21.6% | +12.7% |
| 6M | +5.8% | +1.9% | +3.9% | +3.9% |
| YTD | +6.8% | +23.5% | -16.7% | -0.1% |
| 1Y | +10.4% | +18.0% | -7.6% | +3.3% |
| 3Y | +104.7% | +236.1% | -131.4% | +45.7% |
| 5Y | +23.6% | +527.9% | -504.3% | -24.8% |
| 10Y | +54.1% | +1,252.8% | -1,198.7% | -23.3% |
| All | +1,764.1% | +61,143.5% | -59,379.4% | +540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling