+83.0%
MMM vs TT
+782.6%
-699.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | -0.3% |
| 7D | +5.8% | +1.7% | +4.0% | +4.8% |
| 30D | +17.9% | -11.8% | +29.8% | +24.4% |
| 3M | +3.6% | -12.6% | +16.2% | +9.5% |
| 6M | +32.9% | -9.4% | +42.3% | +37.3% |
| YTD | +19.5% | +8.8% | +10.7% | +12.5% |
| 1Y | +16.5% | -2.5% | +19.1% | +15.5% |
| 3Y | +167.2% | +95.7% | +71.5% | +85.0% |
| 5Y | +48.2% | +135.7% | -87.5% | -9.0% |
| 10Y | +83.0% | +750.6% | -667.6% | -44.2% |
| All | +83.0% | +782.6% | -699.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling