+480.9%
MMM vs TNA
+1,004.3%
-523.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -7.0% | -4.9% | -2.1% | -6.1% |
| 3M | +10.8% | +0.4% | +10.4% | +10.1% |
| 6M | +5.8% | +32.5% | -26.8% | -1.9% |
| YTD | +6.8% | +53.7% | -47.0% | -4.6% |
| 1Y | +10.4% | +65.1% | -54.7% | -3.9% |
| 3Y | +104.7% | +98.4% | +6.2% | +59.5% |
| 5Y | +23.6% | -22.5% | +46.0% | +7.7% |
| 10Y | +54.1% | +82.5% | -28.4% | -11.7% |
| All | +480.9% | +1,004.3% | -523.4% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling