+47.9%
MMM vs TPR
+268.5%
-220.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +7.0% | +12.1% | -5.1% | +3.7% |
| 30D | +18.4% | +16.7% | +1.7% | +13.4% |
| 3M | +4.5% | -17.4% | +21.9% | +9.1% |
| 6M | +33.4% | +2.3% | +31.1% | +30.9% |
| YTD | +20.0% | +7.1% | +12.8% | +15.7% |
| 1Y | +15.0% | +29.5% | -14.5% | +5.1% |
| 3Y | +165.0% | +415.0% | -250.1% | +61.3% |
| 5Y | +47.9% | +261.5% | -213.6% | -4.9% |
| All | +47.9% | +268.5% | -220.6% | -4.9% |
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