+97.9%
MMM vs TNA
+105.9%
-8.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.3% | -0.9% |
| 7D | -2.6% | -3.6% | +1.0% | -1.7% |
| 30D | -9.3% | -10.1% | +0.8% | -7.1% |
| 3M | +5.6% | +2.7% | +2.9% | +4.5% |
| 6M | +9.5% | +38.4% | -28.9% | -0.2% |
| YTD | +4.1% | +45.4% | -41.3% | -6.7% |
| 1Y | +9.4% | +55.9% | -46.6% | -4.8% |
| All | +97.9% | +105.9% | -8.0% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling