+8.0%
MMM vs TNA
+50.2%
-42.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | -3.2% | -7.6% | +4.4% | -1.8% |
| 30D | -10.7% | -13.6% | +3.0% | -8.2% |
| 3M | +4.3% | +2.8% | +1.5% | +3.6% |
| 6M | +5.9% | +34.5% | -28.6% | -1.4% |
| YTD | +3.2% | +41.0% | -37.9% | -5.2% |
| 1Y | +8.0% | +52.0% | -44.0% | -3.1% |
| All | +8.0% | +50.2% | -42.2% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling