+51.2%
MMM vs TEL
+301.8%
-250.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.2% | -2.3% | -1.0% | -2.2% |
| 30D | -10.7% | -6.1% | -4.6% | -8.3% |
| 3M | +4.3% | +1.7% | +2.6% | +2.9% |
| 6M | +5.9% | +1.6% | +4.3% | +3.6% |
| YTD | +3.2% | -9.1% | +12.2% | +5.5% |
| 1Y | +8.0% | -1.7% | +9.7% | +5.6% |
| 3Y | +99.1% | +67.3% | +31.8% | +46.6% |
| 5Y | +25.7% | +52.1% | -26.4% | -4.7% |
| All | +51.2% | +301.8% | -250.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling