+95.2%
MMM vs TEM
+111.1%
-15.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.0% | -9.2% | +1.0% |
| 7D | +5.8% | +7.6% | -1.8% | +5.1% |
| 30D | +17.9% | +19.0% | -1.1% | +16.1% |
| 3M | +3.6% | +62.2% | -58.6% | -1.2% |
| 6M | +32.9% | +69.4% | -36.5% | +25.5% |
| YTD | +19.5% | +43.0% | -23.5% | +13.9% |
| 1Y | +16.5% | +18.0% | -1.5% | +12.8% |
| All | +95.2% | +111.1% | -15.9% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 all: compounded portfolio wealth divided by compounded TEM 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…
all analysis · Full analysis span regression · 6 months rolling