+23.0%
MMM vs TMF
-23.9%
+46.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.5% | +7.1% | +8.9% |
| 7D | +12.2% | +4.0% | +8.3% | +11.1% |
| 30D | +18.8% | +19.5% | -0.6% | +13.7% |
| 3M | +7.4% | -3.5% | +10.9% | +8.0% |
| 6M | +38.3% | -10.6% | +48.9% | +41.4% |
| YTD | +22.9% | -17.1% | +39.9% | +27.8% |
| 1Y | +23.0% | -24.3% | +47.3% | +28.6% |
| All | +23.0% | -23.9% | +46.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling