+78.4%
MMM vs IBB
+133.2%
-54.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.6% | -1.4% | -1.3% | -2.0% |
| 30D | +17.4% | +6.8% | +10.6% | +13.9% |
| 3M | +3.6% | +9.2% | -5.6% | -0.9% |
| 6M | +33.0% | +28.3% | +4.7% | +17.7% |
| YTD | +19.6% | +29.4% | -9.7% | +5.2% |
| 1Y | +14.0% | +33.2% | -19.1% | -1.2% |
| 3Y | +164.3% | +90.2% | +74.1% | +92.9% |
| 5Y | +49.3% | +44.0% | +5.4% | +21.5% |
| 10Y | +78.4% | +133.1% | -54.7% | +14.1% |
| All | +78.4% | +133.2% | -54.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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