+528.0%
MMM vs IEF
+129.4%
+398.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.5% |
| 30D | -7.0% | -0.8% | -6.2% | -7.6% |
| 3M | +10.8% | -1.0% | +11.8% | +9.9% |
| 6M | +5.8% | -2.8% | +8.5% | +3.3% |
| YTD | +6.8% | -1.5% | +8.3% | +5.3% |
| 1Y | +10.4% | -0.4% | +10.8% | +9.8% |
| 3Y | +104.7% | +9.7% | +95.0% | +120.2% |
| 5Y | +23.6% | -8.3% | +31.9% | +8.7% |
| 10Y | +54.1% | +4.6% | +49.5% | +59.5% |
| All | +528.0% | +129.4% | +398.7% | +1,469.6% |
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 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