+2,812.9%
MMM vs TT
+16,138.6%
-13,325.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -7.0% | -7.4% | +0.4% | -4.5% |
| 3M | +10.8% | -3.2% | +14.0% | +11.7% |
| 6M | +5.8% | +1.1% | +4.7% | +4.9% |
| YTD | +6.8% | +15.6% | -8.9% | +0.8% |
| 1Y | +10.4% | +9.2% | +1.2% | +6.1% |
| 3Y | +104.7% | +124.4% | -19.7% | +51.4% |
| 5Y | +23.6% | +138.0% | -114.5% | -11.4% |
| 10Y | +54.1% | +886.4% | -832.3% | -32.3% |
| All | +2,812.9% | +16,138.6% | -13,325.7% | +421.9% |
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