+14.0%
MMM vs EWZ
+1.4%
+12.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +17.4% | -25.5% | +42.9% | +21.3% |
| 3M | +3.6% | -4.5% | +8.1% | +1.6% |
| 6M | +33.0% | -15.3% | +48.3% | +34.6% |
| YTD | +19.6% | +3.1% | +16.6% | +16.2% |
| 1Y | +14.0% | +1.2% | +12.8% | +11.1% |
| All | +14.0% | +1.4% | +12.7% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling