+25.7%
MMM vs TDY
+34.3%
-8.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -3.2% | -1.9% | -1.4% | -2.4% |
| 30D | -10.7% | -12.5% | +1.8% | -5.0% |
| 3M | +4.3% | -0.8% | +5.1% | +4.4% |
| 6M | +5.9% | -9.0% | +14.9% | +10.1% |
| YTD | +3.2% | +16.8% | -13.6% | -5.8% |
| 1Y | +8.0% | +9.5% | -1.4% | +1.6% |
| 3Y | +99.1% | +45.4% | +53.7% | +62.6% |
| 5Y | +25.7% | +37.8% | -12.1% | +1.4% |
| All | +25.7% | +34.3% | -8.5% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling