+776.1%
IVV vs MMM
+855.2%
-79.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +0.1% | -3.3% | +3.4% | +1.8% |
| 30D | +0.1% | -7.0% | +7.1% | +3.8% |
| 3M | +2.0% | +10.8% | -8.8% | -3.6% |
| 6M | +13.0% | +5.8% | +7.3% | +8.9% |
| YTD | +13.6% | +6.8% | +6.8% | +8.3% |
| 1Y | +20.1% | +10.4% | +9.7% | +11.9% |
| 3Y | +77.6% | +104.7% | -27.1% | +13.1% |
| 5Y | +82.5% | +23.6% | +58.9% | +51.0% |
| 10Y | +316.5% | +54.1% | +262.4% | +185.9% |
| All | +776.1% | +855.2% | -79.1% | +133.0% |
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