+54.7%
MMM vs EWT
+510.6%
-455.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -2.6% | +2.1% | -4.7% | -3.5% |
| 30D | -9.3% | +9.4% | -18.7% | -13.0% |
| 3M | +5.6% | +10.9% | -5.3% | -0.3% |
| 6M | +9.5% | +57.9% | -48.5% | -14.0% |
| YTD | +4.1% | +75.9% | -71.8% | -22.6% |
| 1Y | +9.4% | +89.7% | -80.3% | -22.0% |
| 3Y | +101.0% | +200.9% | -99.9% | +9.6% |
| 5Y | +26.1% | +154.5% | -128.4% | -25.5% |
| 10Y | +54.7% | +520.8% | -466.0% | -44.0% |
| All | +54.7% | +510.6% | -455.9% | -44.0% |
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