+313.4%
IVV vs MMM
+79.4%
+234.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | -0.9% | -2.6% | +1.7% | +0.1% |
| 30D | -2.3% | +17.4% | -19.7% | -8.5% |
| 3M | -1.2% | +3.6% | -4.7% | -2.9% |
| 6M | +3.3% | +33.0% | -29.7% | -8.4% |
| YTD | +12.3% | +19.6% | -7.3% | +3.3% |
| 1Y | +12.5% | +14.0% | -1.5% | +5.4% |
| 3Y | +79.2% | +164.3% | -85.1% | +12.5% |
| 5Y | +75.6% | +49.3% | +26.3% | +43.6% |
| 10Y | +313.4% | +78.4% | +235.0% | +200.3% |
| All | +313.4% | +79.4% | +234.0% | +200.3% |
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