+51.2%
MMM vs IEF
+4.0%
+47.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -1.2% |
| 7D | -3.2% | -1.2% | -2.0% | -3.6% |
| 30D | -10.7% | -1.5% | -9.2% | -11.1% |
| 3M | +4.3% | -1.7% | +6.0% | +3.7% |
| 6M | +5.9% | -3.5% | +9.4% | +4.5% |
| YTD | +3.2% | -2.6% | +5.8% | +2.2% |
| 1Y | +8.0% | -2.4% | +10.4% | +7.1% |
| 3Y | +99.1% | +8.9% | +90.2% | +107.2% |
| 5Y | +25.7% | -9.2% | +35.0% | +3.0% |
| All | +51.2% | +4.0% | +47.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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