+13,634.3%
TSM vs MMM
+809.9%
+12,824.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -3.3% | +6.0% | +4.6% |
| 30D | +3.6% | -7.0% | +10.6% | +7.6% |
| 3M | -3.4% | +10.8% | -14.2% | -8.8% |
| 6M | +20.6% | +5.8% | +14.8% | +16.5% |
| YTD | +41.9% | +6.8% | +35.1% | +36.0% |
| 1Y | +84.4% | +10.4% | +74.0% | +72.6% |
| 3Y | +380.2% | +104.7% | +275.5% | +206.8% |
| 5Y | +275.3% | +23.6% | +251.8% | +211.2% |
| 10Y | +1,751.4% | +54.1% | +1,697.3% | +1,169.4% |
| All | +13,634.3% | +809.9% | +12,824.4% | +3,429.2% |
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