+158.4%
MMM vs TNA
+138.6%
+19.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -0.4% | +3.7% | -4.1% | -1.3% |
| 30D | +12.1% | +4.4% | +7.8% | +10.7% |
| 3M | +1.4% | -26.7% | +28.1% | +8.2% |
| 6M | +26.6% | -12.8% | +39.4% | +28.9% |
| YTD | +16.8% | +22.7% | -5.8% | +8.5% |
| 1Y | +10.1% | +35.7% | -25.6% | -0.6% |
| 3Y | +158.4% | +134.6% | +23.8% | +99.2% |
| All | +158.4% | +138.6% | +19.8% | +99.2% |
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