+57.2%
MMM vs IR
+336.9%
-279.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +7.0% | +1.5% | +5.4% | +6.3% |
| 30D | +18.4% | +9.0% | +9.4% | +14.4% |
| 3M | +4.5% | -0.9% | +5.3% | +4.5% |
| 6M | +33.4% | +13.4% | +20.0% | +26.3% |
| YTD | +20.0% | +8.5% | +11.5% | +14.9% |
| 1Y | +15.0% | +11.3% | +3.8% | +9.0% |
| 3Y | +165.0% | +26.0% | +139.0% | +136.8% |
| 5Y | +47.9% | +47.9% | +0.1% | +23.0% |
| All | +57.2% | +336.9% | -279.6% | -3.2% |
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