+167.2%
MMM vs TD
+134.4%
+32.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.2% |
| 7D | +5.8% | -0.6% | +6.4% | +6.2% |
| 30D | +17.9% | +7.9% | +10.0% | +14.3% |
| 3M | +3.6% | +3.1% | +0.5% | +2.2% |
| 6M | +32.9% | +17.2% | +15.7% | +23.3% |
| YTD | +19.5% | +34.7% | -15.3% | +3.9% |
| 1Y | +16.5% | +56.9% | -40.4% | -5.2% |
| 3Y | +167.2% | +134.7% | +32.4% | +81.8% |
| All | +167.2% | +134.4% | +32.7% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling