+1,931.1%
MMM vs EME
+53,473.8%
-51,542.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +8.4% | -9.2% | -2.7% |
| 30D | +11.7% | -11.5% | +23.2% | +14.3% |
| 3M | +1.0% | -20.6% | +21.6% | +5.7% |
| 6M | +26.0% | -28.5% | +54.5% | +33.9% |
| YTD | +16.3% | +8.0% | +8.3% | +11.4% |
| 1Y | +9.6% | +6.8% | +2.9% | +5.1% |
| 3Y | +157.3% | +213.9% | -56.6% | +84.8% |
| 5Y | +42.5% | +414.8% | -372.3% | -9.8% |
| 10Y | +73.4% | +916.9% | -843.5% | -8.7% |
| All | +1,931.1% | +53,473.8% | -51,542.6% | +614.1% |
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