+282.4%
MMM vs TRGP
+2,231.3%
-1,948.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -3.3% | +0.8% | -4.1% | -3.4% |
| 30D | -7.0% | +11.5% | -18.5% | -8.6% |
| 3M | +10.8% | +9.0% | +1.8% | +9.1% |
| 6M | +5.8% | +20.5% | -14.7% | +2.4% |
| YTD | +6.8% | +59.5% | -52.8% | -1.1% |
| 1Y | +10.4% | +77.9% | -67.5% | +0.3% |
| 3Y | +104.7% | +253.6% | -148.9% | +67.6% |
| 5Y | +23.6% | +615.5% | -591.9% | -9.1% |
| 10Y | +54.1% | +897.1% | -843.0% | -1.3% |
| All | +282.4% | +2,231.3% | -1,948.9% | +58.6% |
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