+83.0%
MMM vs TXT
+115.3%
-32.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.0% |
| 7D | +5.8% | -3.5% | +9.3% | +7.2% |
| 30D | +17.9% | +15.2% | +2.8% | +11.3% |
| 3M | +3.6% | -4.5% | +8.1% | +5.0% |
| 6M | +32.9% | -6.1% | +39.0% | +35.0% |
| YTD | +19.5% | -2.0% | +21.4% | +18.9% |
| 1Y | +16.5% | +4.2% | +12.3% | +13.1% |
| 3Y | +167.2% | +14.4% | +152.8% | +146.4% |
| 5Y | +48.2% | +12.3% | +35.9% | +35.2% |
| 10Y | +83.0% | +101.8% | -18.8% | +29.8% |
| All | +83.0% | +115.3% | -32.3% | +29.8% |
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