+45.3%
MMM vs IWD
+68.9%
-23.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +6.2% | -0.5% | +6.7% | +7.0% |
| 30D | +14.2% | +2.7% | +11.5% | +11.1% |
| 3M | +2.9% | +0.9% | +2.0% | +2.1% |
| 6M | +27.6% | +10.5% | +17.0% | +13.9% |
| YTD | +17.3% | +23.7% | -6.4% | -7.8% |
| 1Y | +15.1% | +28.7% | -13.6% | -13.6% |
| 3Y | +157.1% | +79.7% | +77.4% | +37.3% |
| All | +45.3% | +68.9% | -23.6% | -17.7% |
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