+83.0%
MMM vs IRM
+480.4%
-397.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.4% |
| 7D | +5.8% | -3.8% | +9.5% | +7.0% |
| 30D | +17.9% | -3.2% | +21.1% | +19.0% |
| 3M | +3.6% | -7.8% | +11.4% | +6.1% |
| 6M | +32.9% | -12.7% | +45.6% | +38.2% |
| YTD | +19.5% | +36.7% | -17.2% | +4.9% |
| 1Y | +16.5% | +10.0% | +6.5% | +10.3% |
| 3Y | +167.2% | +107.2% | +59.9% | +92.1% |
| 5Y | +48.2% | +181.6% | -133.3% | -7.0% |
| 10Y | +83.0% | +481.1% | -398.1% | -12.2% |
| All | +83.0% | +480.4% | -397.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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