+8,094.7%
TMO vs MMM
+2,835.9%
+5,258.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.5% |
| 7D | +0.4% | -1.6% | +2.0% | +1.1% |
| 30D | +1.5% | -8.0% | +9.5% | +5.1% |
| 3M | +28.5% | +9.4% | +19.2% | +23.3% |
| 6M | +20.4% | +10.2% | +10.1% | +14.7% |
| YTD | +4.3% | +6.1% | -1.8% | +0.5% |
| 1Y | +24.1% | +10.8% | +13.3% | +17.1% |
| 3Y | +17.5% | +104.8% | -87.3% | -17.6% |
| 5Y | +6.8% | +27.0% | -20.2% | -9.2% |
| 10Y | +311.9% | +53.8% | +258.1% | +206.9% |
| All | +8,094.7% | +2,835.9% | +5,258.8% | +2,082.0% |
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