+48.2%
MMM vs TE
-80.7%
+128.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.8% | +2.0% |
| 7D | +5.8% | -10.5% | +16.3% | +6.2% |
| 30D | +17.9% | -32.4% | +50.4% | +19.8% |
| 3M | +3.6% | -60.9% | +64.4% | +7.7% |
| 6M | +32.9% | -62.8% | +95.7% | +36.6% |
| YTD | +19.5% | -65.7% | +85.2% | +21.8% |
| 1Y | +16.5% | -39.9% | +56.4% | +14.0% |
| 3Y | +167.2% | +10.6% | +156.5% | +129.4% |
| 5Y | +48.2% | -79.7% | +127.9% | +42.5% |
| All | +48.2% | -80.7% | +128.9% | +42.5% |
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 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