+157.1%
MMM vs TT
+89.7%
+67.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.3% |
| 7D | +6.2% | -2.0% | +8.2% | +6.9% |
| 30D | +14.2% | -14.0% | +28.2% | +20.6% |
| 3M | +2.9% | -15.9% | +18.8% | +9.6% |
| 6M | +27.6% | -17.3% | +44.9% | +36.2% |
| YTD | +17.3% | +4.0% | +13.3% | +12.8% |
| 1Y | +15.1% | -7.1% | +22.2% | +16.4% |
| 3Y | +157.1% | +90.2% | +66.9% | +104.0% |
| All | +157.1% | +89.7% | +67.4% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling