+49.3%
MMM vs INSM
+282.8%
-233.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | -2.6% | +9.8% | -12.4% | -3.0% |
| 30D | +17.4% | +22.5% | -5.1% | +16.3% |
| 3M | +3.6% | -8.9% | +12.5% | +3.8% |
| 6M | +33.0% | +16.2% | +16.8% | +31.6% |
| YTD | +19.6% | -30.6% | +50.3% | +20.7% |
| 1Y | +14.0% | -37.7% | +51.7% | +15.6% |
| 3Y | +164.3% | +408.4% | -244.1% | +144.2% |
| 5Y | +49.3% | +279.6% | -230.3% | +33.5% |
| All | +49.3% | +282.8% | -233.5% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling