+972.4%
MMM vs IJR
+1,116.7%
-144.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | +2.2% | -2.6% | -1.8% |
| 30D | +12.1% | +3.8% | +8.3% | +9.5% |
| 3M | +1.4% | -5.7% | +7.2% | +5.5% |
| 6M | +26.6% | +4.6% | +21.9% | +22.9% |
| YTD | +16.8% | +18.0% | -1.1% | +4.9% |
| 1Y | +10.1% | +21.8% | -11.7% | -3.2% |
| 3Y | +158.4% | +61.1% | +97.3% | +88.8% |
| 5Y | +43.1% | +27.3% | +15.8% | +20.8% |
| 10Y | +74.2% | +154.1% | -80.0% | -9.1% |
| All | +972.4% | +1,116.7% | -144.3% | +100.3% |
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