+21.7%
MMM vs TW
+221.1%
-199.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.3% | -2.3% | -1.0% | -2.9% |
| 30D | -7.0% | +3.9% | -10.9% | -7.8% |
| 3M | +10.8% | +5.7% | +5.1% | +9.1% |
| 6M | +5.8% | -14.5% | +20.3% | +8.7% |
| YTD | +6.8% | -0.9% | +7.6% | +6.0% |
| 1Y | +10.4% | -13.5% | +23.9% | +12.8% |
| 3Y | +104.7% | +25.0% | +79.7% | +90.8% |
| 5Y | +23.6% | +22.7% | +0.9% | +13.5% |
| All | +21.7% | +221.1% | -199.4% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling