+104.8%
MMM vs TXG
+31.6%
+73.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.1% |
| 7D | -1.6% | +9.4% | -11.0% | -2.6% |
| 30D | -8.0% | +26.1% | -34.1% | -10.5% |
| 3M | +9.4% | +124.8% | -115.4% | -0.8% |
| 6M | +10.2% | +215.2% | -205.0% | -4.4% |
| YTD | +6.1% | +302.2% | -296.1% | -11.2% |
| 1Y | +10.8% | +370.9% | -360.1% | -10.1% |
| 3Y | +104.8% | +38.5% | +66.3% | +84.7% |
| All | +104.8% | +31.6% | +73.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling