+921.0%
MMM vs TKO
+1,446.8%
-525.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.4% | +2.3% | -2.7% | -0.7% |
| 30D | +12.1% | +13.4% | -1.2% | +10.3% |
| 3M | +1.4% | -1.7% | +3.2% | +1.6% |
| 6M | +26.6% | +7.2% | +19.3% | +24.9% |
| YTD | +16.8% | -5.4% | +22.2% | +17.1% |
| 1Y | +10.1% | +8.7% | +1.4% | +8.2% |
| 3Y | +158.4% | +150.4% | +8.0% | +124.7% |
| 5Y | +43.1% | +276.6% | -233.5% | +15.9% |
| 10Y | +74.2% | +1,134.6% | -1,060.5% | +17.9% |
| All | +921.0% | +1,446.8% | -525.9% | +446.8% |
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