+14,183.4%
TER vs MMM
+2,854.2%
+11,329.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.3% | +5.4% |
| 7D | +0.6% | -3.3% | +3.9% | +2.8% |
| 30D | -8.3% | -7.0% | -1.3% | -3.9% |
| 3M | -12.2% | +10.8% | -23.0% | -18.1% |
| 6M | +17.1% | +5.8% | +11.3% | +13.1% |
| YTD | +84.7% | +6.8% | +77.9% | +76.6% |
| 1Y | +199.9% | +10.4% | +189.5% | +179.4% |
| 3Y | +232.8% | +104.7% | +128.1% | +97.6% |
| 5Y | +198.6% | +23.6% | +175.0% | +144.8% |
| 10Y | +1,669.7% | +54.1% | +1,615.6% | +1,098.5% |
| All | +14,183.4% | +2,854.2% | +11,329.2% | +2,204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling