+1,753.6%
TSM vs MMM
+54.6%
+1,699.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +6.0% | -1.6% | +7.6% | +6.7% |
| 30D | +4.5% | -8.0% | +12.5% | +8.0% |
| 3M | +3.1% | +9.4% | -6.3% | -0.8% |
| 6M | +30.2% | +10.2% | +20.0% | +24.7% |
| YTD | +45.2% | +6.1% | +39.1% | +41.0% |
| 1Y | +79.6% | +10.8% | +68.8% | +70.6% |
| 3Y | +411.0% | +104.8% | +306.2% | +266.6% |
| 5Y | +290.7% | +27.0% | +263.7% | +245.0% |
| 10Y | +1,753.6% | +53.8% | +1,699.8% | +1,374.0% |
| All | +1,753.6% | +54.6% | +1,699.0% | +1,374.0% |
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