+587.0%
MMM vs TMF
-69.1%
+656.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.1% |
| 7D | +5.9% | +2.7% | +3.2% | +6.2% |
| 30D | +14.7% | +19.3% | -4.6% | +17.1% |
| 3M | +3.6% | -3.7% | +7.2% | +3.2% |
| 6M | +32.7% | -11.3% | +44.0% | +31.0% |
| YTD | +18.9% | -16.6% | +35.5% | +16.5% |
| 1Y | +16.4% | -21.1% | +37.5% | +13.3% |
| 3Y | +159.8% | -26.8% | +186.6% | +155.1% |
| 5Y | +47.2% | -88.0% | +135.2% | +10.6% |
| 10Y | +86.5% | -84.7% | +171.2% | +59.5% |
| All | +587.0% | -69.1% | +656.2% | +678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling