+2,812.9%
MMM vs TRV
+6,617.1%
-3,804.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -7.0% | -3.4% | -3.6% | -5.9% |
| 3M | +10.8% | +26.4% | -15.6% | +1.3% |
| 6M | +5.8% | +19.3% | -13.5% | -1.3% |
| YTD | +6.8% | +28.3% | -21.6% | -3.0% |
| 1Y | +10.4% | +34.3% | -23.9% | -1.4% |
| 3Y | +104.7% | +140.1% | -35.4% | +47.0% |
| 5Y | +23.6% | +155.7% | -132.2% | -14.0% |
| 10Y | +54.1% | +285.5% | -231.4% | -9.8% |
| All | +2,812.9% | +6,617.1% | -3,804.2% | +603.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling