-20.7%
TLT vs MMM
+54.6%
-75.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.4% | -1.6% | +2.0% | +0.3% |
| 30D | -0.3% | -8.0% | +7.7% | -0.8% |
| 3M | -1.7% | +9.4% | -11.1% | -1.2% |
| 6M | -4.9% | +10.2% | -15.1% | -4.3% |
| YTD | -2.8% | +6.1% | -8.9% | -2.3% |
| 1Y | -4.2% | +10.8% | -15.0% | -3.4% |
| 3Y | -1.1% | +104.8% | -105.9% | +5.9% |
| 5Y | -33.7% | +27.0% | -60.8% | -34.2% |
| 10Y | -20.7% | +53.8% | -74.5% | -14.4% |
| All | -20.7% | +54.6% | -75.2% | -14.4% |
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 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