+2,794.9%
MMM vs IFF
+848.0%
+1,946.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -8.0% | -0.3% | -7.7% | -8.0% |
| 3M | +9.4% | +18.6% | -9.2% | +1.9% |
| 6M | +10.2% | +17.4% | -7.1% | +2.1% |
| YTD | +6.1% | +28.5% | -22.4% | -5.2% |
| 1Y | +10.8% | +32.5% | -21.7% | -2.4% |
| 3Y | +104.8% | +34.1% | +70.7% | +76.4% |
| 5Y | +27.0% | -35.2% | +62.2% | +39.5% |
| 10Y | +53.8% | -21.1% | +74.9% | +48.7% |
| All | +2,794.9% | +848.0% | +1,946.9% | +887.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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