+83.0%
MMM vs TMF
-83.0%
+166.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.8% | +0.6% | +5.2% | +5.8% |
| 30D | +17.9% | +16.3% | +1.6% | +19.0% |
| 3M | +3.6% | -2.7% | +6.3% | +3.4% |
| 6M | +32.9% | -13.2% | +46.1% | +31.7% |
| YTD | +19.5% | -16.7% | +36.2% | +18.1% |
| 1Y | +16.5% | -22.7% | +39.3% | +14.6% |
| 3Y | +167.2% | -26.1% | +193.2% | +165.3% |
| 5Y | +48.2% | -88.4% | +136.7% | +12.5% |
| 10Y | +83.0% | -81.8% | +164.8% | +58.5% |
| All | +83.0% | -83.0% | +166.0% | +58.5% |
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