+115.4%
MMM vs TLN
+602.5%
-487.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.9% |
| 7D | -1.6% | +10.9% | -12.5% | -2.5% |
| 30D | -8.0% | -6.3% | -1.7% | -7.6% |
| 3M | +9.4% | -10.7% | +20.1% | +10.1% |
| 6M | +10.2% | +1.6% | +8.6% | +9.2% |
| YTD | +6.1% | -13.1% | +19.2% | +6.5% |
| 1Y | +10.8% | -15.1% | +25.8% | +11.0% |
| 3Y | +104.8% | +495.0% | -390.2% | +48.7% |
| All | +115.4% | +602.5% | -487.1% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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