+84.6%
TXN vs MMM
+42.2%
+42.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.3% |
| 7D | +9.5% | -0.8% | +10.3% | +9.9% |
| 30D | +8.7% | +11.7% | -3.0% | +3.7% |
| 3M | +11.6% | +1.0% | +10.6% | +10.9% |
| 6M | +0.1% | +26.0% | -25.9% | -9.5% |
| YTD | +78.8% | +16.3% | +62.5% | +66.3% |
| 1Y | +91.2% | +9.6% | +81.6% | +82.4% |
| 3Y | +125.8% | +157.3% | -31.5% | +50.4% |
| All | +84.6% | +42.2% | +42.5% | +52.2% |
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 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