+42.0%
TMUS vs MMM
+24.5%
+17.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -3.3% | +3.4% | +0.6% |
| 30D | +5.3% | -7.0% | +12.3% | +6.3% |
| 3M | +3.1% | +10.8% | -7.7% | +1.5% |
| 6M | -16.5% | +5.8% | -22.2% | -17.3% |
| YTD | -9.2% | +6.8% | -15.9% | -10.3% |
| 1Y | -26.5% | +10.4% | -36.9% | -27.9% |
| 3Y | +39.0% | +104.7% | -65.7% | +21.0% |
| All | +42.0% | +24.5% | +17.5% | +42.5% |
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