+329.7%
MMM vs TRGP
+2,170.2%
-1,840.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | 0.0% |
| 7D | +7.0% | -5.8% | +12.7% | +7.8% |
| 30D | +18.4% | -1.5% | +19.9% | +18.4% |
| 3M | +4.5% | +6.1% | -1.6% | +3.2% |
| 6M | +33.4% | +14.4% | +19.1% | +30.0% |
| YTD | +20.0% | +55.3% | -35.4% | +11.3% |
| 1Y | +15.0% | +69.1% | -54.1% | +5.2% |
| 3Y | +165.0% | +254.3% | -89.3% | +116.6% |
| 5Y | +47.9% | +471.4% | -423.5% | +12.0% |
| 10Y | +79.6% | +773.0% | -693.4% | +17.1% |
| All | +329.7% | +2,170.2% | -1,840.6% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling