+29.4%
MMM vs IWD
+73.6%
-44.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.9% |
| 7D | -3.3% | -0.3% | -3.0% | -3.0% |
| 30D | -7.0% | +0.6% | -7.6% | -7.7% |
| 3M | +10.8% | +7.2% | +3.6% | +2.3% |
| 6M | +5.8% | +16.2% | -10.4% | -10.9% |
| YTD | +6.8% | +23.3% | -16.6% | -15.9% |
| 1Y | +10.4% | +29.6% | -19.2% | -17.8% |
| 3Y | +104.7% | +70.5% | +34.2% | +15.2% |
| All | +29.4% | +73.6% | -44.2% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling