+51.2%
MMM vs EWZ
+96.6%
-45.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | -3.2% | +1.1% | -4.4% | -3.5% |
| 30D | -10.7% | +13.5% | -24.2% | -13.7% |
| 3M | +4.3% | +15.2% | -11.0% | +0.3% |
| 6M | +5.9% | +3.7% | +2.2% | +4.6% |
| YTD | +3.2% | +22.5% | -19.4% | -2.7% |
| 1Y | +8.0% | +35.3% | -27.2% | -0.8% |
| 3Y | +99.1% | +50.2% | +48.9% | +76.4% |
| 5Y | +25.7% | +64.6% | -38.8% | +6.7% |
| All | +51.2% | +96.6% | -45.5% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling