+27.0%
MMM vs TRGP
+631.5%
-604.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -8.0% | +14.6% | -22.6% | -11.0% |
| 3M | +9.4% | +11.9% | -2.6% | +5.9% |
| 6M | +10.2% | +25.3% | -15.0% | +3.4% |
| YTD | +6.1% | +61.9% | -55.8% | -7.2% |
| 1Y | +10.8% | +87.3% | -76.5% | -7.3% |
| 3Y | +104.8% | +268.0% | -163.2% | +44.8% |
| 5Y | +27.0% | +638.2% | -611.2% | -24.9% |
| All | +27.0% | +631.5% | -604.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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