+587.2%
MMM vs IEF
+125.4%
+461.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.1% |
| 7D | -0.4% | -2.0% | +1.6% | -1.9% |
| 30D | +12.1% | +0.7% | +11.4% | +12.7% |
| 3M | +1.4% | -2.5% | +3.9% | -0.6% |
| 6M | +26.6% | -2.6% | +29.1% | +23.9% |
| YTD | +16.8% | -3.2% | +20.0% | +13.6% |
| 1Y | +10.1% | -3.0% | +13.1% | +7.2% |
| 3Y | +158.4% | +10.5% | +147.9% | +180.9% |
| 5Y | +43.1% | -8.2% | +51.3% | +26.9% |
| 10Y | +74.2% | +6.7% | +67.4% | +84.9% |
| All | +587.2% | +125.4% | +461.8% | +1,593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling