+82.9%
MMM vs IP
+25.2%
+57.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -1.7% |
| 7D | +5.9% | -5.0% | +10.8% | +8.0% |
| 30D | +14.7% | +6.5% | +8.2% | +11.9% |
| 3M | +3.6% | -18.0% | +21.6% | +11.3% |
| 6M | +32.7% | +10.3% | +22.4% | +25.8% |
| YTD | +18.9% | -9.9% | +28.8% | +20.8% |
| 1Y | +16.4% | -1.1% | +17.4% | +13.5% |
| 3Y | +159.8% | +13.0% | +146.8% | +126.1% |
| 5Y | +47.2% | -12.3% | +59.4% | +40.9% |
| All | +82.9% | +25.2% | +57.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling