+83.9%
TER vs MMM
+46.7%
+37.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | +24.0% | -0.8% | +24.8% | +24.6% |
| 30D | -30.6% | +14.4% | -45.1% | -35.9% |
| 3M | -34.5% | +1.8% | -36.3% | -35.5% |
| 6M | -26.4% | +31.3% | -57.7% | -37.2% |
| YTD | +36.4% | +18.0% | +18.5% | +23.4% |
| 1Y | +47.4% | +10.9% | +36.5% | +37.6% |
| 3Y | +202.6% | +160.6% | +42.0% | +72.4% |
| 5Y | +83.9% | +44.5% | +39.4% | +45.1% |
| All | +83.9% | +46.7% | +37.2% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling