+107.6%
MMM vs TRU
+247.6%
-139.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +7.0% | +4.6% | +2.4% | +5.7% |
| 30D | +18.4% | +25.4% | -7.1% | +10.9% |
| 3M | +4.5% | +4.0% | +0.5% | +2.8% |
| 6M | +33.4% | +14.5% | +19.0% | +26.8% |
| YTD | +20.0% | -3.7% | +23.7% | +18.6% |
| 1Y | +15.0% | +2.8% | +12.3% | +11.4% |
| 3Y | +165.0% | +58.5% | +106.5% | +119.7% |
| 5Y | +47.9% | -25.0% | +73.0% | +48.3% |
| 10Y | +79.6% | +186.0% | -106.4% | +25.8% |
| All | +107.6% | +247.6% | -139.9% | +43.5% |
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