+106.6%
MMM vs EWT
+202.3%
-95.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.4% |
| 7D | -3.3% | +4.0% | -7.3% | -4.5% |
| 30D | -7.0% | +10.3% | -17.3% | -10.0% |
| 3M | +10.8% | +6.1% | +4.7% | +8.0% |
| 6M | +5.8% | +56.6% | -50.9% | -11.7% |
| YTD | +6.8% | +76.6% | -69.8% | -14.9% |
| 1Y | +10.4% | +97.9% | -87.5% | -16.1% |
| All | +106.6% | +202.3% | -95.7% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling