+874.0%
MMM vs IJR
+1,143.6%
-269.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -1.6% | +0.9% | -2.5% | -2.2% |
| 30D | -8.0% | -3.1% | -4.9% | -6.1% |
| 3M | +9.4% | +4.4% | +5.0% | +6.3% |
| 6M | +10.2% | +16.1% | -5.9% | 0.0% |
| YTD | +6.1% | +20.6% | -14.5% | -6.1% |
| 1Y | +10.8% | +22.9% | -12.1% | -3.3% |
| 3Y | +104.8% | +55.2% | +49.6% | +53.2% |
| 5Y | +27.0% | +41.1% | -14.1% | +0.2% |
| 10Y | +53.8% | +167.0% | -113.2% | -22.4% |
| All | +874.0% | +1,143.6% | -269.6% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling