+106.6%
MMM vs IRM
+101.3%
+5.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -3.3% | -0.5% | -2.9% | -3.2% |
| 30D | -7.0% | -8.1% | +1.1% | -4.9% |
| 3M | +10.8% | -9.7% | +20.5% | +13.7% |
| 6M | +5.8% | +10.0% | -4.2% | +1.8% |
| YTD | +6.8% | +43.0% | -36.2% | -5.3% |
| 1Y | +10.4% | +32.7% | -22.3% | -0.9% |
| All | +106.6% | +101.3% | +5.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling