+8.0%
MMM vs TW
-14.0%
+22.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | -3.2% | -2.7% | -0.5% | -3.1% |
| 30D | -10.7% | -1.7% | -8.9% | -10.6% |
| 3M | +4.3% | +1.6% | +2.7% | +4.4% |
| 6M | +5.9% | -17.7% | +23.6% | +8.8% |
| YTD | +3.2% | -4.3% | +7.5% | +3.0% |
| 1Y | +8.0% | -13.1% | +21.1% | +10.2% |
| All | +8.0% | -14.0% | +22.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling