+43.4%
MMM vs TRI
+0.5%
+42.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | -2.9% | +2.5% | 0.0% |
| 30D | +12.1% | +3.7% | +8.4% | +11.6% |
| 3M | +1.4% | +3.7% | -2.3% | +0.7% |
| 6M | +26.6% | +35.1% | -8.5% | +20.0% |
| YTD | +16.8% | -14.0% | +30.8% | +22.1% |
| 1Y | +10.1% | -19.0% | +29.0% | +17.0% |
| 3Y | +158.4% | -12.0% | +170.4% | +157.7% |
| All | +43.4% | +0.5% | +42.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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