-12.5%
TLT vs MMM
+88.0%
-100.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | +0.1% |
| 7D | +0.3% | +5.8% | -5.5% | +0.6% |
| 30D | +5.1% | +17.9% | -12.8% | +6.1% |
| 3M | -0.2% | +3.6% | -3.8% | 0.0% |
| 6M | -2.9% | +32.9% | -35.8% | -1.2% |
| YTD | -2.7% | +19.5% | -22.2% | -1.5% |
| 1Y | -4.6% | +16.5% | -21.1% | -3.6% |
| 3Y | +6.1% | +167.2% | -161.1% | +16.7% |
| 5Y | -35.1% | +48.2% | -83.4% | -34.7% |
| 10Y | -12.5% | +83.0% | -95.5% | -3.2% |
| All | -12.5% | +88.0% | -100.5% | -3.2% |
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