+27.0%
MMM vs EWT
+154.5%
-127.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | +1.6% | -3.2% | -2.2% |
| 30D | -8.0% | +8.2% | -16.2% | -10.9% |
| 3M | +9.4% | +11.1% | -1.7% | +4.1% |
| 6M | +10.2% | +60.4% | -50.2% | -11.6% |
| YTD | +6.1% | +75.6% | -69.5% | -18.4% |
| 1Y | +10.8% | +91.3% | -80.5% | -18.3% |
| 3Y | +104.8% | +200.3% | -95.5% | +17.3% |
| 5Y | +27.0% | +156.4% | -129.3% | -23.2% |
| All | +27.0% | +154.5% | -127.4% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling