+151.8%
TER vs MMM
+156.3%
-4.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.2% |
| 7D | -20.5% | +6.2% | -26.7% | -22.8% |
| 30D | -47.0% | +14.2% | -61.2% | -50.5% |
| 3M | -43.3% | +2.9% | -46.2% | -44.3% |
| 6M | -42.9% | +27.6% | -70.5% | -49.5% |
| YTD | +12.9% | +17.3% | -4.4% | +3.7% |
| 1Y | +18.2% | +15.1% | +3.1% | +9.3% |
| 3Y | +151.8% | +157.1% | -5.3% | +79.3% |
| All | +151.8% | +156.3% | -4.5% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling