+26.1%
MMM vs TRU
-36.4%
+62.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -2.6% | -6.5% | +3.9% | -1.0% |
| 30D | -9.3% | -2.5% | -6.8% | -8.9% |
| 3M | +5.6% | +10.4% | -4.8% | +2.3% |
| 6M | +9.5% | +1.6% | +7.8% | +7.9% |
| YTD | +4.1% | -9.7% | +13.8% | +5.2% |
| 1Y | +9.4% | -17.3% | +26.6% | +12.8% |
| 3Y | +101.0% | -1.8% | +102.8% | +95.4% |
| 5Y | +26.1% | -36.2% | +62.3% | +31.0% |
| All | +26.1% | -36.4% | +62.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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