+157.1%
MMM vs TMF
-25.3%
+182.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +6.2% | +1.2% | +5.0% | +6.1% |
| 30D | +14.2% | +19.7% | -5.5% | +12.2% |
| 3M | +2.9% | -2.1% | +5.0% | +3.0% |
| 6M | +27.6% | -13.4% | +41.0% | +29.0% |
| YTD | +17.3% | -16.7% | +34.0% | +18.9% |
| 1Y | +15.1% | -23.3% | +38.4% | +17.4% |
| 3Y | +157.1% | -24.8% | +181.9% | +166.1% |
| All | +157.1% | -25.3% | +182.4% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling