+25.7%
MMM vs TKO
+303.5%
-277.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 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% |
| 3Y | +99.1% | +105.0% | -5.9% | +84.6% |
| 5Y | +25.7% | +292.9% | -267.2% | +2.0% |
| All | +25.7% | +303.5% | -277.7% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling