+78.8%
MMM vs EWT
+435.9%
-357.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +7.0% | -3.7% | +10.6% | +8.2% |
| 30D | +18.4% | -17.2% | +35.6% | +27.8% |
| 3M | +4.5% | -7.3% | +11.8% | +6.8% |
| 6M | +33.4% | -1.5% | +34.9% | +30.4% |
| YTD | +20.0% | +49.0% | -29.1% | -5.3% |
| 1Y | +15.0% | +50.6% | -35.6% | -9.8% |
| 3Y | +165.0% | +148.9% | +16.1% | +55.1% |
| 5Y | +47.9% | +116.1% | -68.2% | -7.4% |
| All | +78.8% | +435.9% | -357.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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