+78.4%
MMM vs EWZ
+67.2%
+11.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +17.4% | -25.5% | +42.9% | +25.6% |
| 3M | +3.6% | -4.5% | +8.1% | +3.4% |
| 6M | +33.0% | -15.3% | +48.3% | +36.8% |
| YTD | +19.6% | +3.1% | +16.6% | +16.5% |
| 1Y | +14.0% | +1.2% | +12.8% | +11.5% |
| 3Y | +164.3% | +19.3% | +145.0% | +145.2% |
| 5Y | +49.3% | +52.3% | -2.9% | +27.6% |
| 10Y | +78.4% | +67.0% | +11.3% | +48.3% |
| All | +78.4% | +67.2% | +11.1% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling