+78.1%
MMM vs TD
+300.1%
-222.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | +14.4% | +5.0% | +9.5% | +11.6% |
| 3M | +1.8% | +1.1% | +0.7% | +1.1% |
| 6M | +31.3% | +16.5% | +14.8% | +20.4% |
| YTD | +18.0% | +34.3% | -16.3% | 0.0% |
| 1Y | +10.9% | +52.9% | -42.0% | -12.5% |
| 3Y | +160.6% | +132.2% | +28.4% | +61.2% |
| 5Y | +44.5% | +101.9% | -57.4% | -4.5% |
| All | +78.1% | +300.1% | -222.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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