+10.8%
MMM vs IBN
-6.3%
+17.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.4% |
| 7D | -1.6% | -2.2% | +0.6% | -0.7% |
| 30D | -8.0% | -2.3% | -5.7% | -7.2% |
| 3M | +9.4% | +15.9% | -6.5% | +3.0% |
| 6M | +10.2% | +5.6% | +4.6% | +7.3% |
| YTD | +6.1% | -0.1% | +6.2% | +6.4% |
| 1Y | +10.8% | -6.5% | +17.3% | +10.9% |
| All | +10.8% | -6.3% | +17.1% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling