+54.6%
MMM vs TE
-80.5%
+135.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.8% |
| 7D | -0.4% | -19.1% | +18.7% | +0.5% |
| 30D | +12.1% | -34.1% | +46.3% | +13.9% |
| 3M | +1.4% | -60.1% | +61.5% | +5.1% |
| 6M | +26.6% | -66.0% | +92.5% | +30.2% |
| YTD | +16.8% | -71.4% | +88.2% | +19.8% |
| 1Y | +10.1% | -45.3% | +55.4% | +8.4% |
| 3Y | +158.4% | +9.1% | +149.3% | +126.1% |
| 5Y | +43.1% | -82.6% | +125.7% | +37.6% |
| All | +54.6% | -80.5% | +135.0% | +74.2% |
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