+694.2%
MMM vs IBB
+566.2%
+128.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | +6.2% | -1.8% | +8.0% | +7.0% |
| 30D | +14.2% | +5.1% | +9.1% | +11.8% |
| 3M | +2.9% | +10.7% | -7.8% | -1.7% |
| 6M | +27.6% | +22.9% | +4.7% | +16.3% |
| YTD | +17.3% | +26.7% | -9.4% | +5.3% |
| 1Y | +15.1% | +35.1% | -20.0% | +0.5% |
| 3Y | +157.1% | +80.2% | +76.9% | +98.4% |
| 5Y | +45.1% | +37.8% | +7.3% | +23.6% |
| 10Y | +83.9% | +161.2% | -77.3% | +16.3% |
| All | +694.2% | +566.2% | +128.0% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling