+104.9%
MMM vs TMF
-42.2%
+147.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -3.3% | -1.4% | -1.9% | -3.2% |
| 30D | -7.0% | -2.8% | -4.2% | -6.8% |
| 3M | +10.8% | -10.9% | +21.7% | +12.0% |
| 6M | +5.8% | -21.3% | +27.1% | +8.0% |
| YTD | +6.8% | -15.9% | +22.6% | +8.4% |
| 1Y | +10.4% | -15.7% | +26.1% | +12.0% |
| All | +104.9% | -42.2% | +147.1% | +111.0% |
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