+874.0%
MMM vs IJH
+1,068.3%
-194.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -1.6% | +1.0% | -2.6% | -2.3% |
| 30D | -8.0% | -3.1% | -4.9% | -5.9% |
| 3M | +9.4% | +1.9% | +7.4% | +7.9% |
| 6M | +10.2% | +11.0% | -0.8% | +2.2% |
| YTD | +6.1% | +14.7% | -8.6% | -3.9% |
| 1Y | +10.8% | +15.6% | -4.8% | -0.3% |
| 3Y | +104.8% | +52.5% | +52.2% | +51.7% |
| 5Y | +27.0% | +49.1% | -22.0% | -5.2% |
| 10Y | +53.8% | +177.7% | -123.9% | -28.0% |
| All | +874.0% | +1,068.3% | -194.2% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling