+10.8%
MMM vs TXT
-2.3%
+13.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.5% |
| 3M | +9.4% | -13.0% | +22.3% | +13.7% |
| 6M | +10.2% | -16.2% | +26.4% | +15.9% |
| YTD | +6.1% | -8.7% | +14.8% | +7.8% |
| 1Y | +10.8% | -3.8% | +14.6% | +10.2% |
| All | +10.8% | -2.3% | +13.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling