+28.5%
MMM vs TRV
+153.6%
-125.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -8.0% | -4.9% | -3.2% | -6.1% |
| 3M | +9.4% | +23.7% | -14.4% | -0.7% |
| 6M | +10.2% | +20.3% | -10.1% | +1.3% |
| YTD | +6.1% | +27.1% | -20.9% | -4.9% |
| 1Y | +10.8% | +35.3% | -24.6% | -3.6% |
| 3Y | +104.8% | +139.8% | -35.0% | +39.5% |
| All | +28.5% | +153.6% | -125.1% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling