+158.4%
MMM vs TT
+91.4%
+67.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.4% |
| 7D | -0.4% | +4.0% | -4.4% | -1.9% |
| 30D | +12.1% | -11.3% | +23.5% | +17.1% |
| 3M | +1.4% | -12.3% | +13.7% | +6.3% |
| 6M | +26.6% | -10.8% | +37.4% | +31.1% |
| YTD | +16.8% | +8.2% | +8.7% | +10.7% |
| 1Y | +10.1% | +1.5% | +8.6% | +7.3% |
| 3Y | +158.4% | +91.5% | +66.9% | +103.8% |
| All | +158.4% | +91.4% | +67.0% | +103.8% |
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