+3,144.9%
MMM vs TT
+14,127.6%
-10,982.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -1.7% |
| 7D | +5.9% | -9.0% | +14.8% | +9.3% |
| 30D | +14.7% | -17.6% | +32.4% | +22.3% |
| 3M | +3.6% | -18.7% | +22.2% | +10.8% |
| 6M | +32.7% | -17.4% | +50.2% | +40.7% |
| YTD | +18.9% | +1.5% | +17.4% | +17.0% |
| 1Y | +16.4% | -9.4% | +25.8% | +18.9% |
| 3Y | +159.8% | +85.1% | +74.7% | +105.6% |
| 5Y | +47.2% | +125.7% | -78.6% | +7.2% |
| 10Y | +86.5% | +757.3% | -670.9% | -14.3% |
| All | +3,144.9% | +14,127.6% | -10,982.7% | +506.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling