+76.3%
MMM vs TMF
-82.1%
+158.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.1% |
| 7D | -0.4% | -9.3% | +8.9% | -1.0% |
| 30D | +12.1% | +1.9% | +10.2% | +12.3% |
| 3M | +1.4% | -11.2% | +12.6% | +0.7% |
| 6M | +26.6% | -17.7% | +44.3% | +25.1% |
| YTD | +16.8% | -24.5% | +41.3% | +14.8% |
| 1Y | +10.1% | -29.4% | +39.5% | +7.7% |
| 3Y | +158.4% | -33.4% | +191.8% | +155.0% |
| 5Y | +43.1% | -88.7% | +131.8% | +9.7% |
| All | +76.3% | -82.1% | +158.4% | +51.5% |
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