-21.2%
TMUS vs MMM
+22.1%
-43.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.5% | -6.5% | +2.0% |
| 7D | +7.5% | +12.2% | -4.8% | +6.1% |
| 30D | -3.3% | +18.8% | -22.2% | -5.0% |
| 3M | -9.7% | +7.4% | -17.0% | -11.1% |
| 6M | -17.2% | +38.3% | -55.5% | -18.8% |
| YTD | -20.3% | +22.9% | -43.2% | -21.4% |
| 1Y | -21.2% | +23.0% | -44.2% | -22.0% |
| All | -21.2% | +22.1% | -43.3% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling