+33.2%
MMM vs TW
+301.3%
-268.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -0.4% | +3.9% | -4.3% | -1.1% |
| 30D | +12.1% | +19.9% | -7.8% | +8.3% |
| 3M | +1.4% | +25.9% | -24.5% | -3.2% |
| 6M | +26.6% | +21.1% | +5.4% | +21.4% |
| YTD | +16.8% | +23.9% | -7.1% | +10.9% |
| 1Y | +10.1% | +21.2% | -11.1% | +5.0% |
| 3Y | +158.4% | +44.8% | +113.6% | +134.6% |
| 5Y | +43.1% | +41.4% | +1.7% | +28.1% |
| All | +33.2% | +301.3% | -268.2% | -4.4% |
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