+836.9%
MMM vs EWZ
+436.1%
+400.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | -3.3% | +6.5% | -9.8% | -5.0% |
| 30D | -7.0% | +4.8% | -11.9% | -8.3% |
| 3M | +10.8% | +9.9% | +0.9% | +7.8% |
| 6M | +5.8% | +1.9% | +3.8% | +4.9% |
| YTD | +6.8% | +20.3% | -13.5% | +1.1% |
| 1Y | +10.4% | +35.6% | -25.2% | +1.0% |
| 3Y | +104.7% | +43.4% | +61.2% | +83.0% |
| 5Y | +23.6% | +55.9% | -32.4% | +5.5% |
| 10Y | +54.1% | +84.2% | -30.0% | +15.9% |
| All | +836.9% | +436.1% | +400.8% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling