+106.1%
MMM vs TD
+130.5%
-24.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | -3.3% | +0.3% | -3.6% | -3.5% |
| 30D | -7.0% | +0.4% | -7.4% | -7.3% |
| 3M | +10.8% | +7.6% | +3.2% | +6.8% |
| 6M | +5.8% | +25.0% | -19.2% | -5.0% |
| YTD | +6.8% | +31.0% | -24.2% | -6.0% |
| 1Y | +10.4% | +65.2% | -54.8% | -12.3% |
| All | +106.1% | +130.5% | -24.5% | +39.5% |
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