+310.3%
IVV vs MMM
+73.3%
+237.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | -2.0% | +11.7% | -13.7% | -6.4% |
| 3M | -2.8% | +1.0% | -3.8% | -3.5% |
| 6M | +2.2% | +26.0% | -23.9% | -7.5% |
| YTD | +11.5% | +16.3% | -4.8% | +3.7% |
| 1Y | +13.5% | +9.6% | +3.9% | +8.0% |
| 3Y | +78.1% | +157.3% | -79.2% | +12.9% |
| 5Y | +73.1% | +42.5% | +30.6% | +44.5% |
| All | +310.3% | +73.3% | +237.1% | +199.7% |
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