+6.9%
TLT vs MMM
+156.3%
-149.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +0.1% | +6.2% | -6.1% | -0.3% |
| 30D | +6.2% | +14.2% | -8.0% | +5.4% |
| 3M | +0.1% | +2.9% | -2.9% | -0.2% |
| 6M | -3.0% | +27.6% | -30.5% | -4.2% |
| YTD | -2.7% | +17.3% | -20.0% | -3.6% |
| 1Y | -4.8% | +15.1% | -19.9% | -5.7% |
| 3Y | +6.9% | +157.1% | -150.2% | +3.3% |
| All | +6.9% | +156.3% | -149.4% | +3.3% |
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