+23.0%
MMM vs IJH
+17.8%
+5.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.9% | +9.0% |
| 7D | +12.2% | +1.7% | +10.5% | +10.7% |
| 30D | +18.8% | +1.2% | +17.6% | +17.6% |
| 3M | +7.4% | -3.4% | +10.8% | +10.5% |
| 6M | +38.3% | +3.7% | +34.7% | +34.1% |
| YTD | +22.9% | +13.9% | +8.9% | +10.6% |
| 1Y | +23.0% | +17.4% | +5.6% | +8.2% |
| All | +23.0% | +17.8% | +5.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling