+735.8%
IVV vs MMM
+964.1%
-228.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -2.8% |
| 7D | -4.8% | +5.9% | -10.6% | -7.7% |
| 30D | -5.9% | +14.7% | -20.7% | -12.6% |
| 3M | -4.5% | +3.6% | -8.1% | -6.8% |
| 6M | +1.8% | +32.7% | -30.9% | -12.8% |
| YTD | +8.4% | +18.9% | -10.6% | -2.7% |
| 1Y | +9.4% | +16.4% | -7.0% | -0.8% |
| 3Y | +75.3% | +159.8% | -84.6% | -1.9% |
| 5Y | +67.8% | +47.2% | +20.6% | +26.0% |
| 10Y | +314.2% | +86.5% | +227.7% | +154.9% |
| All | +735.8% | +964.1% | -228.2% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling