+158.4%
MMM vs TGT
+66.9%
+91.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.4% | +2.6% | -3.0% | -1.1% |
| 30D | +12.1% | +4.7% | +7.5% | +10.9% |
| 3M | +1.4% | +4.6% | -3.1% | +0.1% |
| 6M | +26.6% | +34.9% | -8.3% | +17.1% |
| YTD | +16.8% | +70.9% | -54.1% | +1.6% |
| 1Y | +10.1% | +84.4% | -74.3% | -6.2% |
| 3Y | +158.4% | +69.1% | +89.3% | +120.5% |
| All | +158.4% | +66.9% | +91.5% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 3y: compounded portfolio wealth divided by compounded TGT 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…
3y analysis · Full analysis span regression · 6 months rolling