+104.2%
MMM vs TRU
+243.2%
-139.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.2% |
| 30D | +14.4% | +20.2% | -5.7% | +8.4% |
| 3M | +1.8% | +2.2% | -0.5% | +0.6% |
| 6M | +31.3% | +17.6% | +13.7% | +23.8% |
| YTD | +18.0% | -5.0% | +22.9% | +17.1% |
| 1Y | +10.9% | -1.0% | +11.8% | +8.6% |
| 3Y | +160.6% | +56.5% | +104.1% | +116.8% |
| 5Y | +44.5% | -26.2% | +70.7% | +45.6% |
| 10Y | +75.9% | +184.5% | -108.6% | +23.4% |
| All | +104.2% | +243.2% | -139.0% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling