+34.5%
MMM vs TW
+298.0%
-263.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -0.8% | +3.2% | -4.0% | -1.4% |
| 30D | +14.4% | +19.7% | -5.3% | +10.5% |
| 3M | +1.8% | +26.8% | -25.1% | -2.9% |
| 6M | +31.3% | +20.9% | +10.4% | +26.0% |
| YTD | +18.0% | +22.9% | -4.9% | +12.2% |
| 1Y | +10.9% | +20.4% | -9.5% | +5.9% |
| 3Y | +160.6% | +42.9% | +117.7% | +137.2% |
| 5Y | +44.5% | +40.2% | +4.3% | +29.5% |
| All | +34.5% | +298.0% | -263.5% | -3.3% |
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