+165.0%
MMM vs IWD
+85.4%
+79.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +7.0% | +1.6% | +5.4% | +5.0% |
| 30D | +18.4% | +3.6% | +14.8% | +13.4% |
| 3M | +4.5% | +2.0% | +2.4% | +1.9% |
| 6M | +33.4% | +13.1% | +20.4% | +13.7% |
| YTD | +20.0% | +26.2% | -6.2% | -11.6% |
| 1Y | +15.0% | +29.6% | -14.5% | -18.2% |
| 3Y | +165.0% | +84.3% | +80.7% | +29.4% |
| All | +165.0% | +85.4% | +79.6% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling