+18.7%
MMM vs TW
+211.2%
-192.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -9.3% | -0.6% | -8.7% | -9.2% |
| 3M | +5.6% | +3.4% | +2.2% | +4.4% |
| 6M | +9.5% | -18.4% | +27.9% | +13.6% |
| YTD | +4.1% | -3.9% | +8.0% | +4.0% |
| 1Y | +9.4% | -13.3% | +22.7% | +11.6% |
| 3Y | +101.0% | +20.8% | +80.1% | +88.6% |
| 5Y | +26.1% | +20.3% | +5.8% | +16.3% |
| All | +18.7% | +211.2% | -192.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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