+26.9%
MMM vs INSM
+375.8%
-348.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | -2.1% | +2.5% | -4.6% | -2.2% |
| 30D | -9.8% | -2.2% | -7.7% | -9.8% |
| 3M | +4.9% | +33.8% | -28.9% | +3.4% |
| 6M | +7.3% | -7.2% | +14.5% | +7.2% |
| YTD | +4.5% | -25.6% | +30.1% | +5.3% |
| 1Y | +5.4% | -11.2% | +16.6% | +5.2% |
| 3Y | +98.6% | +388.3% | -289.8% | +85.5% |
| All | +26.9% | +375.8% | -348.9% | +13.7% |
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