+51.8%
TMUS vs MMM
+42.8%
+9.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | +7.7% | +12.1% | -4.4% | +5.8% |
| 3M | -6.8% | +1.4% | -8.2% | -7.1% |
| 6M | -9.7% | +26.6% | -36.3% | -12.9% |
| YTD | -15.0% | +16.8% | -31.8% | -17.2% |
| 1Y | -19.1% | +10.1% | -29.2% | -20.6% |
| 3Y | +21.4% | +158.4% | -137.0% | +1.7% |
| All | +51.8% | +42.8% | +9.0% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling