+149.7%
IWM vs MMM
+79.9%
+69.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.3% | +7.0% | -6.7% | -3.0% |
| 30D | +0.6% | +18.4% | -17.8% | -7.5% |
| 3M | -6.2% | +4.5% | -10.7% | -8.6% |
| 6M | -0.8% | +33.4% | -34.2% | -14.4% |
| YTD | +14.8% | +20.0% | -5.2% | +3.6% |
| 1Y | +16.1% | +15.0% | +1.1% | +7.0% |
| 3Y | +71.5% | +165.0% | -93.5% | -1.0% |
| 5Y | +25.8% | +47.9% | -22.2% | -1.1% |
| All | +149.7% | +79.9% | +69.8% | +75.6% |
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