+826.6%
MMM vs IBN
+1,491.4%
-664.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -8.0% | -2.3% | -5.7% | -7.7% |
| 3M | +9.4% | +15.9% | -6.5% | +6.7% |
| 6M | +10.2% | +5.6% | +4.6% | +9.2% |
| YTD | +6.1% | -0.1% | +6.2% | +6.1% |
| 1Y | +10.8% | -6.5% | +17.3% | +11.9% |
| 3Y | +104.8% | +29.3% | +75.5% | +95.5% |
| 5Y | +27.0% | +56.6% | -29.5% | +17.0% |
| 10Y | +53.8% | +314.4% | -260.6% | +17.0% |
| All | +826.6% | +1,491.4% | -664.8% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling