+29.4%
MMM vs IP
-17.2%
+46.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.6% |
| 7D | -3.3% | -5.3% | +2.0% | -1.6% |
| 30D | -7.0% | -10.9% | +3.8% | -3.5% |
| 3M | +10.8% | +11.2% | -0.4% | +6.1% |
| 6M | +5.8% | -10.2% | +16.0% | +8.5% |
| YTD | +6.8% | -2.0% | +8.8% | +5.8% |
| 1Y | +10.4% | -19.1% | +29.5% | +16.4% |
| 3Y | +104.7% | +20.9% | +83.8% | +75.3% |
| All | +29.4% | -17.2% | +46.6% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling