+199.8%
TER vs MMM
+12.8%
+187.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.3% |
| 7D | +0.6% | -3.3% | +3.9% | +2.9% |
| 30D | -8.3% | -7.0% | -1.3% | -3.9% |
| 3M | -12.2% | +10.8% | -23.1% | -18.7% |
| 6M | +17.0% | +5.8% | +11.3% | +9.6% |
| YTD | +84.6% | +6.8% | +77.8% | +72.5% |
| 1Y | +199.8% | +10.4% | +189.4% | +172.4% |
| All | +199.8% | +12.8% | +187.0% | +172.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling