+991.1%
MMM vs EWT
+491.8%
+499.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | -0.7% |
| 7D | +5.8% | -5.0% | +10.7% | +7.3% |
| 30D | +17.9% | -16.3% | +34.2% | +24.9% |
| 3M | +3.6% | -7.2% | +10.8% | +5.5% |
| 6M | +32.9% | -0.5% | +33.4% | +30.7% |
| YTD | +19.5% | +50.6% | -31.1% | +0.8% |
| 1Y | +16.5% | +54.8% | -38.3% | -2.8% |
| 3Y | +167.2% | +155.5% | +11.7% | +83.6% |
| 5Y | +48.2% | +116.4% | -68.2% | +7.6% |
| 10Y | +83.0% | +421.4% | -338.4% | -3.1% |
| All | +991.1% | +491.8% | +499.3% | +366.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling