+631.8%
TEAM vs MMM
+100.0%
+531.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.4% | -14.8% | -15.8% |
| 7D | -19.8% | +6.2% | -26.0% | -21.2% |
| 30D | -21.5% | +14.2% | -35.7% | -24.5% |
| 3M | +39.5% | +2.9% | +36.6% | +38.1% |
| 6M | +73.1% | +27.6% | +45.5% | +60.7% |
| YTD | -5.2% | +17.3% | -22.5% | -10.6% |
| 1Y | -1.6% | +15.1% | -16.7% | -6.7% |
| 3Y | -11.4% | +157.1% | -168.6% | -36.1% |
| 5Y | -65.1% | +45.1% | -110.2% | -70.6% |
| 10Y | +471.3% | +83.9% | +387.4% | +291.1% |
| All | +631.8% | +100.0% | +531.8% | +381.9% |
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