+76.3%
MMM vs TPR
+364.3%
-287.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +12.1% | +15.1% | -3.0% | +8.0% |
| 3M | +1.4% | +3.5% | -2.1% | +0.2% |
| 6M | +26.6% | +0.4% | +26.1% | +25.0% |
| YTD | +16.8% | +4.6% | +12.2% | +13.6% |
| 1Y | +10.1% | +33.1% | -23.0% | +0.4% |
| 3Y | +158.4% | +396.0% | -237.6% | +63.3% |
| 5Y | +43.1% | +230.3% | -187.2% | -2.7% |
| All | +76.3% | +364.3% | -287.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling