+28.5%
MMM vs TRI
-8.4%
+36.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.2% |
| 7D | -1.6% | -7.1% | +5.5% | -0.7% |
| 30D | -8.0% | -2.3% | -5.7% | -7.9% |
| 3M | +9.4% | +19.6% | -10.2% | +6.0% |
| 6M | +10.2% | -8.7% | +19.0% | +11.3% |
| YTD | +6.1% | -22.3% | +28.4% | +12.3% |
| 1Y | +10.8% | -40.7% | +51.5% | +26.5% |
| 3Y | +104.8% | -17.8% | +122.5% | +104.7% |
| All | +28.5% | -8.4% | +36.9% | +16.3% |
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