+47.5%
MMM vs TXG
+27.0%
+20.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.0% |
| 7D | -2.1% | +9.5% | -11.6% | -3.0% |
| 30D | -9.8% | +18.8% | -28.6% | -11.5% |
| 3M | +4.9% | +136.1% | -131.2% | -4.5% |
| 6M | +7.3% | +235.2% | -227.9% | -6.4% |
| YTD | +4.5% | +320.5% | -316.0% | -11.4% |
| 1Y | +5.4% | +425.2% | -419.8% | -13.5% |
| 3Y | +98.6% | +42.9% | +55.7% | +77.6% |
| 5Y | +27.4% | -62.8% | +90.2% | +18.5% |
| All | +47.5% | +27.0% | +20.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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