+53.1%
MMM vs TDY
+479.2%
-426.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -9.8% | -12.0% | +2.2% | -5.0% |
| 3M | +4.9% | -3.2% | +8.1% | +6.2% |
| 6M | +7.3% | -7.9% | +15.2% | +10.5% |
| YTD | +4.5% | +18.2% | -13.7% | -3.6% |
| 1Y | +5.4% | +6.7% | -1.3% | +1.3% |
| 3Y | +98.6% | +47.5% | +51.0% | +66.4% |
| 5Y | +27.4% | +39.5% | -12.1% | +7.6% |
| All | +53.1% | +479.2% | -426.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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