+53.8%
MMM vs IRM
+407.3%
-353.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.6% | +1.6% | -3.2% | -2.2% |
| 30D | -8.0% | -4.2% | -3.8% | -6.7% |
| 3M | +9.4% | -5.4% | +14.7% | +11.1% |
| 6M | +10.2% | +12.0% | -1.8% | +4.8% |
| YTD | +6.1% | +42.0% | -35.9% | -7.7% |
| 1Y | +10.8% | +29.9% | -19.1% | -1.2% |
| 3Y | +104.8% | +104.4% | +0.4% | +49.1% |
| 5Y | +27.0% | +191.0% | -164.0% | -20.7% |
| 10Y | +53.8% | +417.1% | -363.3% | -24.1% |
| All | +53.8% | +407.3% | -353.5% | -24.1% |
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