+25.7%
MMM vs ITOT
+71.8%
-46.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -3.2% | -2.0% | -1.2% | -1.6% |
| 30D | -10.7% | -2.0% | -8.7% | -9.2% |
| 3M | +4.3% | +4.5% | -0.3% | +0.4% |
| 6M | +5.9% | +12.6% | -6.7% | -4.4% |
| YTD | +3.2% | +12.0% | -8.8% | -6.4% |
| 1Y | +8.0% | +17.3% | -9.2% | -5.8% |
| 3Y | +99.1% | +75.2% | +23.8% | +26.6% |
| 5Y | +25.7% | +74.0% | -48.3% | -22.0% |
| All | +25.7% | +71.8% | -46.1% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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