+53.1%
MMM vs TRV
+306.9%
-253.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.4% |
| 7D | -2.1% | +1.9% | -4.1% | -3.0% |
| 30D | -9.8% | +1.7% | -11.6% | -10.6% |
| 3M | +4.9% | +23.9% | -19.0% | -5.1% |
| 6M | +7.3% | +26.3% | -18.9% | -3.9% |
| YTD | +4.5% | +30.8% | -26.3% | -8.0% |
| 1Y | +5.4% | +36.3% | -31.0% | -9.0% |
| 3Y | +98.6% | +145.0% | -46.4% | +30.6% |
| 5Y | +27.4% | +163.9% | -136.5% | -20.2% |
| All | +53.1% | +306.9% | -253.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling