+1,214.6%
MMM vs TD
+7,879.0%
-6,664.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 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% | +7.3% |
| 6M | +5.8% | +25.0% | -19.2% | -3.6% |
| YTD | +6.8% | +31.0% | -24.2% | -4.5% |
| 1Y | +10.4% | +65.2% | -54.8% | -10.3% |
| 3Y | +104.7% | +122.5% | -17.8% | +46.3% |
| 5Y | +23.6% | +124.8% | -101.2% | -12.5% |
| 10Y | +54.1% | +298.2% | -244.1% | -13.8% |
| All | +1,214.6% | +7,879.0% | -6,664.5% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling