+157.3%
MMM vs TRV
+149.8%
+7.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +2.0% | -2.8% | -1.7% |
| 30D | +11.7% | +6.7% | +4.9% | +8.8% |
| 3M | +1.0% | +9.4% | -8.4% | -2.6% |
| 6M | +26.0% | +37.7% | -11.7% | +9.2% |
| YTD | +16.3% | +40.6% | -24.3% | -0.4% |
| 1Y | +9.6% | +42.4% | -32.8% | -6.7% |
| 3Y | +157.3% | +148.1% | +9.2% | +95.1% |
| All | +157.3% | +149.8% | +7.5% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling