+47.9%
MMM vs TMF
-88.9%
+136.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.6% |
| 7D | +7.0% | -1.1% | +8.0% | +7.0% |
| 30D | +18.4% | +11.8% | +6.6% | +17.6% |
| 3M | +4.5% | -4.0% | +8.5% | +4.7% |
| 6M | +33.4% | -16.5% | +50.0% | +34.6% |
| YTD | +20.0% | -19.9% | +39.9% | +21.2% |
| 1Y | +15.0% | -25.6% | +40.6% | +16.6% |
| 3Y | +165.0% | -29.9% | +194.9% | +167.7% |
| 5Y | +47.9% | -88.2% | +136.2% | +38.6% |
| All | +47.9% | -88.9% | +136.8% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling