+84.8%
MMM vs TRU
+238.0%
-153.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.1% | +1.8% |
| 7D | -3.3% | -6.8% | +3.4% | -1.5% |
| 30D | -7.0% | 0.0% | -7.1% | -7.2% |
| 3M | +10.8% | +13.3% | -2.5% | +6.2% |
| 6M | +5.8% | +3.4% | +2.3% | +3.6% |
| YTD | +6.8% | -6.4% | +13.2% | +6.8% |
| 1Y | +10.4% | -9.7% | +20.1% | +11.0% |
| 3Y | +104.7% | +0.1% | +104.5% | +92.9% |
| 5Y | +23.6% | -34.0% | +57.6% | +29.4% |
| 10Y | +54.1% | +147.9% | -93.8% | +11.7% |
| All | +84.8% | +238.0% | -153.2% | +29.2% |
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