+53.1%
MMM vs IJR
+172.1%
-118.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.9% |
| 7D | -2.1% | -2.2% | 0.0% | -0.6% |
| 30D | -9.8% | -4.6% | -5.2% | -6.9% |
| 3M | +4.9% | +0.2% | +4.7% | +4.8% |
| 6M | +7.3% | +14.7% | -7.4% | -2.3% |
| YTD | +4.5% | +18.9% | -14.4% | -7.1% |
| 1Y | +5.4% | +19.9% | -14.6% | -7.1% |
| 3Y | +98.6% | +53.0% | +45.6% | +48.2% |
| 5Y | +27.4% | +40.9% | -13.5% | -0.6% |
| All | +53.1% | +172.1% | -118.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling