+53.1%
MMM vs TKO
+989.7%
-936.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -2.1% | +2.3% | -4.4% | -2.5% |
| 30D | -9.8% | -2.5% | -7.4% | -9.5% |
| 3M | +4.9% | -10.6% | +15.5% | +6.7% |
| 6M | +7.3% | -5.1% | +12.4% | +7.8% |
| YTD | +4.5% | -8.2% | +12.7% | +5.4% |
| 1Y | +5.4% | -4.4% | +9.8% | +5.3% |
| 3Y | +98.6% | +100.4% | -1.8% | +72.7% |
| 5Y | +27.4% | +294.3% | -266.9% | -4.7% |
| All | +53.1% | +989.7% | -936.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling