+47.2%
MMM vs IP
-12.5%
+59.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -1.9% |
| 7D | +5.9% | -5.0% | +10.8% | +7.7% |
| 30D | +14.7% | +6.5% | +8.2% | +12.3% |
| 3M | +3.6% | -18.0% | +21.6% | +10.3% |
| 6M | +32.7% | +10.3% | +22.4% | +26.7% |
| YTD | +18.9% | -9.9% | +28.8% | +21.0% |
| 1Y | +16.4% | -1.1% | +17.4% | +14.2% |
| 3Y | +159.8% | +13.0% | +146.8% | +125.7% |
| 5Y | +47.2% | -12.3% | +59.4% | +40.9% |
| All | +47.2% | -12.5% | +59.6% | +40.9% |
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