+625.9%
TEAM vs MMM
+104.0%
+521.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | -19.7% | -2.6% | -17.1% | -19.1% |
| 30D | -26.6% | +17.4% | -44.0% | -29.9% |
| 3M | -1.1% | +3.6% | -4.7% | -2.3% |
| 6M | +74.6% | +33.0% | +41.6% | +60.3% |
| YTD | -6.0% | +19.6% | -25.6% | -11.8% |
| 1Y | -3.2% | +14.0% | -17.3% | -7.9% |
| 3Y | -13.5% | +164.3% | -177.8% | -38.1% |
| 5Y | -65.5% | +49.3% | -114.8% | -71.1% |
| 10Y | +454.5% | +78.4% | +376.2% | +290.6% |
| All | +625.9% | +104.0% | +521.9% | +375.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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