+1,551.0%
MMM vs IRM
+9,515.1%
-7,964.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +7.0% | -5.1% | +12.0% | +8.2% |
| 30D | +18.4% | -3.3% | +21.6% | +19.1% |
| 3M | +4.5% | -8.2% | +12.6% | +6.3% |
| 6M | +33.4% | -12.8% | +46.2% | +37.0% |
| YTD | +20.0% | +36.6% | -16.7% | +10.6% |
| 1Y | +15.0% | +11.9% | +3.1% | +10.8% |
| 3Y | +165.0% | +105.1% | +59.9% | +118.9% |
| 5Y | +47.9% | +182.4% | -134.5% | +12.7% |
| 10Y | +79.6% | +505.1% | -425.5% | +14.3% |
| All | +1,551.0% | +9,515.1% | -7,964.1% | +681.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling