+15.7%
MMM vs IRE
-97.7%
+113.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.8% | +16.2% | +0.4% |
| 7D | +7.0% | -41.9% | +48.9% | +6.9% |
| 30D | +18.4% | -75.1% | +93.5% | +18.7% |
| 3M | +4.5% | -82.4% | +86.9% | +4.9% |
| 6M | +33.4% | -95.5% | +129.0% | +35.0% |
| YTD | +20.0% | -93.1% | +113.0% | +19.6% |
| 1Y | +15.0% | -97.8% | +112.8% | +14.5% |
| All | +15.7% | -97.7% | +113.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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