+25.0%
IWM vs MMM
+10.4%
+14.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.9% |
| 30D | -2.3% | -8.0% | +5.7% | +0.1% |
| 3M | +4.0% | +9.4% | -5.4% | +1.1% |
| 6M | +17.9% | +10.2% | +7.7% | +14.0% |
| YTD | +20.2% | +6.1% | +14.1% | +16.9% |
| 1Y | +25.0% | +10.8% | +14.2% | +19.7% |
| All | +25.0% | +10.4% | +14.6% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling