+1,502.2%
TSM vs MMM
+88.0%
+1,414.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.8% |
| 7D | -2.5% | +5.8% | -8.3% | -4.8% |
| 30D | -14.3% | +17.9% | -32.2% | -20.0% |
| 3M | -7.2% | +3.6% | -10.8% | -8.9% |
| 6M | -5.1% | +32.9% | -38.0% | -16.1% |
| YTD | +28.9% | +19.5% | +9.4% | +19.0% |
| 1Y | +37.1% | +16.5% | +20.5% | +27.7% |
| 3Y | +341.5% | +167.2% | +174.3% | +183.2% |
| 5Y | +245.7% | +48.2% | +197.5% | +185.7% |
| 10Y | +1,502.2% | +83.0% | +1,419.2% | +1,190.0% |
| All | +1,502.2% | +88.0% | +1,414.2% | +1,190.0% |
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