+104.8%
MMM vs EWZ
+50.2%
+54.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.3% |
| 7D | -1.6% | +5.6% | -7.2% | -3.4% |
| 30D | -8.0% | +9.3% | -17.3% | -10.8% |
| 3M | +9.4% | +15.7% | -6.3% | +3.8% |
| 6M | +10.2% | +7.4% | +2.8% | +7.2% |
| YTD | +6.1% | +22.7% | -16.6% | -1.9% |
| 1Y | +10.8% | +36.4% | -25.6% | -1.9% |
| 3Y | +104.8% | +50.4% | +54.4% | +64.8% |
| All | +104.8% | +50.2% | +54.5% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling