+886.2%
TER vs MMM
+82.0%
+804.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.4% |
| 7D | -20.5% | +6.2% | -26.7% | -23.7% |
| 30D | -47.0% | +14.2% | -61.2% | -51.5% |
| 3M | -43.3% | +2.9% | -46.2% | -44.8% |
| 6M | -42.9% | +27.6% | -70.5% | -51.2% |
| YTD | +12.9% | +17.3% | -4.4% | +1.5% |
| 1Y | +18.2% | +15.1% | +3.1% | +7.3% |
| 3Y | +151.8% | +157.1% | -5.3% | +35.5% |
| 5Y | +54.2% | +45.1% | +9.1% | +19.3% |
| All | +886.2% | +82.0% | +804.2% | +611.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling