+79.6%
MMM vs TMF
-82.2%
+161.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.2% |
| 7D | +7.0% | -1.1% | +8.0% | +6.9% |
| 30D | +18.4% | +11.8% | +6.6% | +19.2% |
| 3M | +4.5% | -4.0% | +8.5% | +4.2% |
| 6M | +33.4% | -16.5% | +50.0% | +31.9% |
| YTD | +20.0% | -19.9% | +39.9% | +18.3% |
| 1Y | +15.0% | -25.6% | +40.6% | +12.8% |
| 3Y | +165.0% | -29.9% | +194.9% | +162.2% |
| 5Y | +47.9% | -88.2% | +136.2% | +13.4% |
| 10Y | +79.6% | -81.7% | +161.4% | +54.9% |
| All | +79.6% | -82.2% | +161.8% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling