+137.1%
MMM vs TLN
+710.8%
-573.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | -0.4% | +11.0% | -11.4% | -1.1% |
| 30D | +12.1% | +4.9% | +7.2% | +11.6% |
| 3M | +1.4% | +4.9% | -3.5% | +0.6% |
| 6M | +26.6% | +7.1% | +19.5% | +24.9% |
| YTD | +16.8% | +0.3% | +16.5% | +15.4% |
| 1Y | +10.1% | +5.9% | +4.2% | +8.1% |
| 3Y | +158.4% | +578.5% | -420.1% | +85.4% |
| All | +137.1% | +710.8% | -573.7% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling