+757.2%
MMM vs TDY
+7,071.3%
-6,314.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | -8.0% | -12.5% | +4.5% | -5.2% |
| 3M | +9.4% | -1.2% | +10.6% | +9.6% |
| 6M | +10.2% | -6.6% | +16.8% | +11.7% |
| YTD | +6.1% | +18.5% | -12.4% | +1.8% |
| 1Y | +10.8% | +10.8% | 0.0% | +7.8% |
| 3Y | +104.8% | +47.5% | +57.3% | +86.9% |
| 5Y | +27.0% | +35.8% | -8.8% | +17.5% |
| 10Y | +53.8% | +459.0% | -405.2% | +6.4% |
| All | +757.2% | +7,071.3% | -6,314.1% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling