+131.2%
TLT vs MMM
+522.5%
-391.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.4% | -3.3% | +2.9% | -0.9% |
| 30D | -0.6% | -7.0% | +6.4% | -1.6% |
| 3M | -2.7% | +10.8% | -13.6% | -1.2% |
| 6M | -5.6% | +5.8% | -11.4% | -4.7% |
| YTD | -2.8% | +6.8% | -9.5% | -1.6% |
| 1Y | -1.4% | +10.4% | -11.8% | +0.3% |
| 3Y | -1.6% | +104.7% | -106.3% | +12.1% |
| 5Y | -33.8% | +23.6% | -57.4% | -31.5% |
| 10Y | -21.1% | +54.1% | -75.3% | -10.3% |
| All | +131.2% | +522.5% | -391.3% | +288.2% |
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 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