+166.9%
IWM vs MMM
+54.6%
+112.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | +1.4% | -1.6% | +3.0% | +2.2% |
| 30D | -2.3% | -8.0% | +5.7% | +1.7% |
| 3M | +4.0% | +9.4% | -5.4% | -0.8% |
| 6M | +17.9% | +10.2% | +7.7% | +11.8% |
| YTD | +20.2% | +6.1% | +14.1% | +15.5% |
| 1Y | +25.0% | +10.8% | +14.2% | +17.1% |
| 3Y | +66.0% | +104.8% | -38.8% | +9.5% |
| 5Y | +40.0% | +27.0% | +13.0% | +19.1% |
| 10Y | +166.9% | +53.8% | +113.1% | +92.4% |
| All | +166.9% | +54.6% | +112.3% | +92.4% |
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 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