+244.6%
TMUS vs MMM
+79.4%
+165.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +8.2% | -2.6% | +10.8% | +8.9% |
| 30D | +13.4% | +17.4% | -4.0% | +8.8% |
| 3M | -3.0% | +3.6% | -6.6% | -4.1% |
| 6M | -8.8% | +33.0% | -41.8% | -15.4% |
| YTD | -13.8% | +19.6% | -33.5% | -18.3% |
| 1Y | -17.1% | +14.0% | -31.1% | -20.4% |
| 3Y | +22.7% | +164.3% | -141.6% | -10.5% |
| 5Y | +52.8% | +49.3% | +3.5% | +34.6% |
| 10Y | +244.6% | +78.4% | +166.3% | +172.2% |
| All | +244.6% | +79.4% | +165.2% | +172.2% |
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 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