+3,099.6%
MMM vs TXT
+2,193.3%
+906.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | +6.2% | -2.5% | +8.7% | +7.0% |
| 30D | +14.2% | +14.4% | -0.2% | +9.6% |
| 3M | +2.9% | -4.9% | +7.8% | +4.1% |
| 6M | +27.6% | -10.2% | +37.8% | +30.9% |
| YTD | +17.3% | -4.1% | +21.4% | +17.8% |
| 1Y | +15.1% | +4.0% | +11.1% | +12.8% |
| 3Y | +157.1% | +8.0% | +149.2% | +147.5% |
| 5Y | +45.1% | +8.4% | +36.7% | +38.0% |
| 10Y | +83.9% | +116.6% | -32.8% | +36.3% |
| All | +3,099.6% | +2,193.3% | +906.3% | +868.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling