+306.5%
IVV vs MMM
+82.0%
+224.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | -2.7% | +6.2% | -8.9% | -5.1% |
| 30D | -5.4% | +14.2% | -19.6% | -10.4% |
| 3M | -4.1% | +2.9% | -7.0% | -5.5% |
| 6M | +0.7% | +27.6% | -26.8% | -9.2% |
| YTD | +8.7% | +17.3% | -8.5% | +0.8% |
| 1Y | +11.0% | +15.1% | -4.1% | +3.6% |
| 3Y | +75.4% | +157.1% | -81.7% | +11.5% |
| 5Y | +68.3% | +45.1% | +23.2% | +39.3% |
| All | +306.5% | +82.0% | +224.5% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling