+328.6%
TMO vs MMM
+55.8%
+272.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | -0.6% | -2.1% | +1.5% | +0.1% |
| 30D | +1.1% | -9.8% | +11.0% | +5.1% |
| 3M | +28.3% | +4.9% | +23.4% | +25.6% |
| 6M | +23.3% | +7.3% | +15.9% | +19.4% |
| YTD | +5.5% | +4.5% | +1.0% | +2.6% |
| 1Y | +24.5% | +5.4% | +19.2% | +20.6% |
| 3Y | +19.6% | +98.6% | -79.0% | -11.5% |
| 5Y | +8.1% | +27.4% | -19.3% | -5.2% |
| All | +328.6% | +55.8% | +272.8% | +210.3% |
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 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