+275.3%
TMUS vs MMM
+413.6%
-138.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | +3.6% | +6.2% | -2.6% | +0.5% |
| 30D | -3.4% | +14.2% | -17.6% | -9.3% |
| 3M | -9.5% | +2.9% | -12.4% | -11.0% |
| 6M | -15.2% | +27.6% | -42.7% | -24.9% |
| YTD | -18.9% | +17.3% | -36.2% | -26.2% |
| 1Y | -17.7% | +15.1% | -32.8% | -24.5% |
| 3Y | +15.6% | +157.1% | -141.5% | -34.4% |
| 5Y | +38.9% | +45.1% | -6.2% | +5.7% |
| 10Y | +245.3% | +83.9% | +161.4% | +99.6% |
| All | +275.3% | +413.6% | -138.3% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling