+3,087.2%
MMM vs TRV
+7,258.3%
-4,171.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | +2.0% | -2.4% | -1.1% |
| 30D | +12.1% | +6.7% | +5.4% | +9.7% |
| 3M | +1.4% | +9.4% | -7.9% | -1.8% |
| 6M | +26.6% | +37.7% | -11.1% | +12.3% |
| YTD | +16.8% | +40.6% | -23.8% | +2.7% |
| 1Y | +10.1% | +42.4% | -32.3% | -3.7% |
| 3Y | +158.4% | +148.1% | +10.3% | +83.7% |
| 5Y | +43.1% | +181.7% | -138.6% | -3.7% |
| 10Y | +74.2% | +352.6% | -278.4% | -3.6% |
| All | +3,087.2% | +7,258.3% | -4,171.2% | +645.5% |
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