+157.1%
MMM vs TPR
+407.4%
-250.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +6.2% | +14.2% | -8.0% | +2.4% |
| 30D | +14.2% | +17.1% | -2.9% | +9.3% |
| 3M | +2.9% | -17.7% | +20.6% | +7.7% |
| 6M | +27.6% | -10.2% | +37.7% | +29.4% |
| YTD | +17.3% | +4.9% | +12.4% | +13.5% |
| 1Y | +15.1% | +36.1% | -21.0% | +3.2% |
| 3Y | +157.1% | +416.5% | -259.3% | +53.5% |
| All | +157.1% | +407.4% | -250.3% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling