+165.0%
MMM vs EWZ
+18.9%
+146.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +7.0% | +1.3% | +5.6% | +6.7% |
| 30D | +18.4% | -26.2% | +44.5% | +26.3% |
| 3M | +4.5% | -8.6% | +13.1% | +4.3% |
| 6M | +33.4% | -17.0% | +50.5% | +37.3% |
| YTD | +20.0% | +2.2% | +17.8% | +14.5% |
| 1Y | +15.0% | +2.7% | +12.4% | +9.4% |
| 3Y | +165.0% | +18.2% | +146.8% | +133.0% |
| All | +165.0% | +18.9% | +146.1% | +133.0% |
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