+79.6%
MMM vs EMR
+294.2%
-214.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | +7.0% | +0.7% | +6.3% | +6.6% |
| 30D | +18.4% | +3.5% | +14.9% | +16.3% |
| 3M | +4.5% | +5.9% | -1.4% | +1.2% |
| 6M | +33.4% | +19.4% | +14.0% | +20.7% |
| YTD | +20.0% | +27.7% | -7.7% | +3.7% |
| 1Y | +15.0% | +30.9% | -15.9% | -2.1% |
| 3Y | +165.0% | +104.2% | +60.8% | +74.3% |
| 5Y | +47.9% | +89.6% | -41.7% | -0.1% |
| 10Y | +79.6% | +280.0% | -200.4% | -11.9% |
| All | +79.6% | +294.2% | -214.6% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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