+56.6%
MMM vs IR
+342.0%
-285.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.1% |
| 7D | +5.8% | +5.0% | +0.7% | +3.8% |
| 30D | +17.9% | +10.3% | +7.6% | +13.5% |
| 3M | +3.6% | -0.1% | +3.7% | +3.3% |
| 6M | +32.9% | +14.8% | +18.1% | +25.3% |
| YTD | +19.5% | +9.7% | +9.7% | +14.0% |
| 1Y | +16.5% | +12.2% | +4.3% | +10.1% |
| 3Y | +167.2% | +30.0% | +137.2% | +136.1% |
| 5Y | +48.2% | +46.8% | +1.4% | +23.4% |
| All | +56.6% | +342.0% | -285.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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