+53.1%
MMM vs IBKR
+1,011.6%
-958.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -9.8% | -0.2% | -9.6% | -10.0% |
| 3M | +4.9% | +3.0% | +2.0% | +3.4% |
| 6M | +7.3% | +33.9% | -26.5% | -2.4% |
| YTD | +4.5% | +42.5% | -38.0% | -7.1% |
| 1Y | +5.4% | +44.9% | -39.5% | -7.3% |
| 3Y | +98.6% | +293.0% | -194.4% | +25.7% |
| 5Y | +27.4% | +497.7% | -470.3% | -31.6% |
| All | +53.1% | +1,011.6% | -958.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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