+47.9%
MMM vs EWZ
+53.9%
-6.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.2% |
| 3M | +4.5% | -8.6% | +13.1% | +5.0% |
| 6M | +33.4% | -17.0% | +50.5% | +37.4% |
| YTD | +20.0% | +2.2% | +17.8% | +16.5% |
| 1Y | +15.0% | +2.7% | +12.4% | +11.4% |
| 3Y | +165.0% | +18.2% | +146.8% | +143.5% |
| 5Y | +47.9% | +56.0% | -8.1% | +29.0% |
| All | +47.9% | +53.9% | -6.0% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling