+26.1%
MMM vs TNA
-22.1%
+48.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.3% | -0.9% |
| 7D | -2.6% | -3.6% | +1.0% | -1.8% |
| 30D | -9.3% | -10.1% | +0.8% | -7.2% |
| 3M | +5.6% | +2.7% | +2.9% | +4.6% |
| 6M | +9.5% | +38.4% | -28.9% | +0.4% |
| YTD | +4.1% | +45.4% | -41.3% | -6.0% |
| 1Y | +9.4% | +55.9% | -46.6% | -3.9% |
| 3Y | +101.0% | +109.8% | -8.8% | +53.8% |
| 5Y | +26.1% | -22.5% | +48.6% | +3.3% |
| All | +26.1% | -22.1% | +48.3% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling