+37.8%
MMM vs TE
-49.8%
+87.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.7% |
| 7D | -2.6% | +15.0% | -17.6% | -3.2% |
| 30D | -9.3% | -7.5% | -1.8% | -9.1% |
| 3M | +5.6% | -42.0% | +47.5% | +7.4% |
| 6M | +9.5% | -31.4% | +40.9% | +9.3% |
| YTD | +4.1% | -26.5% | +30.6% | +2.9% |
| 1Y | +9.4% | +153.1% | -143.7% | -1.2% |
| 3Y | +101.0% | -20.7% | +121.6% | +82.6% |
| 5Y | +26.1% | -45.4% | +71.6% | +17.6% |
| All | +37.8% | -49.8% | +87.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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