+623.1%
MMM vs IBB
+560.8%
+62.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -3.3% | +1.4% | -4.7% | -3.9% |
| 30D | -7.0% | +10.5% | -17.5% | -11.0% |
| 3M | +10.8% | +23.6% | -12.8% | +1.1% |
| 6M | +5.8% | +22.6% | -16.9% | -3.4% |
| YTD | +6.8% | +25.7% | -18.9% | -3.6% |
| 1Y | +10.4% | +51.4% | -41.0% | -8.0% |
| 3Y | +104.7% | +64.4% | +40.3% | +64.3% |
| 5Y | +23.6% | +22.1% | +1.4% | +10.5% |
| 10Y | +54.1% | +132.5% | -78.3% | +2.2% |
| All | +623.1% | +560.8% | +62.2% | +148.2% |
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