+9.4%
MMM vs EWT
+90.7%
-81.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.6% | +2.1% | -4.7% | -3.1% |
| 30D | -9.3% | +9.4% | -18.7% | -11.3% |
| 3M | +5.6% | +10.9% | -5.3% | +2.2% |
| 6M | +9.5% | +57.9% | -48.5% | -8.3% |
| YTD | +4.1% | +75.9% | -71.8% | -15.8% |
| 1Y | +9.4% | +89.7% | -80.3% | -12.9% |
| All | +9.4% | +90.7% | -81.3% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling