+96.0%
MMM vs TKO
+102.0%
-5.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -3.2% | +0.1% | -3.4% | -3.3% |
| 30D | -10.7% | -2.6% | -8.1% | -10.4% |
| 3M | +4.3% | -7.8% | +12.1% | +5.3% |
| 6M | +5.9% | -7.0% | +12.9% | +6.6% |
| YTD | +3.2% | -8.5% | +11.7% | +3.9% |
| 1Y | +8.0% | -1.3% | +9.3% | +7.4% |
| All | +96.0% | +102.0% | -5.9% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling