+104.8%
MMM vs INSM
+367.2%
-262.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | +2.8% | -4.4% | -1.7% |
| 30D | -8.0% | -4.7% | -3.3% | -7.9% |
| 3M | +9.4% | +32.6% | -23.3% | +8.4% |
| 6M | +10.2% | -10.9% | +21.1% | +10.3% |
| YTD | +6.1% | -28.2% | +34.4% | +6.7% |
| 1Y | +10.8% | -14.9% | +25.6% | +10.9% |
| 3Y | +104.8% | +375.6% | -270.8% | +104.6% |
| All | +104.8% | +367.2% | -262.4% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling