+27.0%
MMM vs TE
-41.1%
+68.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -1.1% |
| 7D | -1.6% | +18.2% | -19.8% | -2.4% |
| 30D | -8.0% | -13.5% | +5.5% | -7.5% |
| 3M | +9.4% | -44.6% | +53.9% | +11.7% |
| 6M | +10.2% | -24.7% | +34.9% | +9.5% |
| YTD | +6.1% | -24.3% | +30.4% | +4.5% |
| 1Y | +10.8% | +155.6% | -144.8% | -0.9% |
| 3Y | +104.8% | -18.3% | +123.0% | +86.5% |
| 5Y | +27.0% | -41.3% | +68.3% | +17.2% |
| All | +27.0% | -41.1% | +68.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling