+29.4%
MMM vs TPR
+239.8%
-210.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | -2.3% | -1.0% | -2.7% |
| 30D | -7.0% | -23.0% | +15.9% | -0.9% |
| 3M | +10.8% | -12.5% | +23.3% | +13.9% |
| 6M | +5.8% | -21.4% | +27.2% | +11.5% |
| YTD | +6.8% | -3.5% | +10.3% | +6.2% |
| 1Y | +10.4% | +17.4% | -7.0% | +3.6% |
| 3Y | +104.7% | +291.3% | -186.6% | +35.1% |
| All | +29.4% | +239.8% | -210.4% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling