+213.5%
TER vs MMM
+10.4%
+203.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.6% |
| 7D | +11.0% | -1.6% | +12.6% | +12.1% |
| 30D | -1.9% | -8.0% | +6.1% | +3.6% |
| 3M | -0.7% | +9.4% | -10.0% | -7.1% |
| 6M | +36.4% | +10.2% | +26.1% | +25.6% |
| YTD | +92.4% | +6.1% | +86.3% | +80.5% |
| 1Y | +213.5% | +10.8% | +202.7% | +187.8% |
| All | +213.5% | +10.4% | +203.2% | +187.8% |
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