+78.4%
MMM vs IWD
+205.2%
-126.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.7% |
| 7D | -2.6% | -0.6% | -2.1% | -2.1% |
| 30D | +17.4% | +3.6% | +13.8% | +13.7% |
| 3M | +3.6% | +2.7% | +0.9% | +1.1% |
| 6M | +33.0% | +13.2% | +19.8% | +18.0% |
| YTD | +19.6% | +26.8% | -7.1% | -4.9% |
| 1Y | +14.0% | +29.3% | -15.2% | -11.0% |
| 3Y | +164.3% | +85.1% | +79.2% | +48.9% |
| 5Y | +49.3% | +74.2% | -24.9% | -10.7% |
| 10Y | +78.4% | +204.6% | -126.2% | -32.0% |
| All | +78.4% | +205.2% | -126.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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