+14.3%
MMM vs TE
-53.0%
+67.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.5% |
| 7D | +7.0% | -26.9% | +33.8% | +7.2% |
| 30D | +18.4% | -38.9% | +57.3% | +18.8% |
| 3M | +4.5% | -61.0% | +65.5% | +5.3% |
| 6M | +33.4% | -66.4% | +99.8% | +34.1% |
| YTD | +20.0% | -69.0% | +89.0% | +20.8% |
| All | +14.3% | -53.0% | +67.3% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling