+833.1%
MMM vs TKO
+1,366.3%
-533.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -3.3% | +0.7% | -4.1% | -3.4% |
| 30D | -7.0% | +1.6% | -8.6% | -7.3% |
| 3M | +10.8% | -7.8% | +18.6% | +11.8% |
| 6M | +5.8% | -13.3% | +19.1% | +7.5% |
| YTD | +6.8% | -10.3% | +17.1% | +7.8% |
| 1Y | +10.4% | -0.6% | +11.0% | +9.8% |
| 3Y | +104.7% | +88.5% | +16.2% | +84.6% |
| 5Y | +23.6% | +284.7% | -261.2% | -0.2% |
| 10Y | +54.1% | +905.7% | -851.6% | +7.0% |
| All | +833.1% | +1,366.3% | -533.3% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling