+234.7%
TMUS vs MMM
+88.0%
+146.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.3% | +3.7% |
| 7D | +5.3% | +5.8% | -0.4% | +3.8% |
| 30D | +13.5% | +17.9% | -4.4% | +8.8% |
| 3M | -4.2% | +3.6% | -7.8% | -5.2% |
| 6M | -11.9% | +32.9% | -44.8% | -18.2% |
| YTD | -15.6% | +19.5% | -35.1% | -19.9% |
| 1Y | -16.8% | +16.5% | -33.3% | -20.6% |
| 3Y | +20.8% | +167.2% | -146.4% | -12.1% |
| 5Y | +48.0% | +48.2% | -0.2% | +30.8% |
| 10Y | +234.7% | +83.0% | +151.7% | +168.3% |
| All | +234.7% | +88.0% | +146.7% | +168.3% |
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