+23.0%
MMM vs INSM
-40.6%
+63.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.3% | +4.2% | +9.4% |
| 7D | +12.2% | +13.4% | -1.2% | +11.8% |
| 30D | +18.8% | +5.9% | +12.9% | +18.5% |
| 3M | +7.4% | +11.4% | -4.0% | +6.8% |
| 6M | +38.3% | -21.4% | +59.8% | +39.8% |
| YTD | +22.9% | -36.8% | +59.6% | +24.5% |
| 1Y | +23.0% | -39.8% | +62.8% | +25.1% |
| All | +23.0% | -40.6% | +63.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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