+53.8%
MMM vs TXT
+98.4%
-44.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -8.0% | -11.1% | +3.1% | -3.8% |
| 3M | +9.4% | -13.0% | +22.3% | +14.9% |
| 6M | +10.2% | -16.2% | +26.4% | +17.3% |
| YTD | +6.1% | -8.7% | +14.8% | +9.0% |
| 1Y | +10.8% | -3.8% | +14.6% | +11.2% |
| 3Y | +104.8% | +5.5% | +99.3% | +95.5% |
| 5Y | +27.0% | +12.3% | +14.7% | +16.4% |
| 10Y | +53.8% | +97.4% | -43.6% | +12.7% |
| All | +53.8% | +98.4% | -44.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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