+83.0%
MMM vs IBN
+368.7%
-285.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +5.8% | +14.6% | -8.8% | +2.1% |
| 30D | +17.9% | +23.5% | -5.6% | +11.7% |
| 3M | +3.6% | +14.0% | -10.4% | 0.0% |
| 6M | +32.9% | +31.1% | +1.8% | +23.8% |
| YTD | +19.5% | +16.6% | +2.9% | +14.6% |
| 1Y | +16.5% | +14.9% | +1.6% | +12.2% |
| 3Y | +167.2% | +56.9% | +110.3% | +137.3% |
| 5Y | +48.2% | +69.7% | -21.4% | +28.5% |
| 10Y | +83.0% | +365.4% | -282.4% | +25.6% |
| All | +83.0% | +368.7% | -285.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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