+43.4%
MMM vs TXG
-65.2%
+108.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.8% |
| 7D | -0.4% | -1.8% | +1.5% | -0.2% |
| 30D | +12.1% | -20.4% | +32.5% | +14.4% |
| 3M | +1.4% | +0.1% | +1.3% | +0.1% |
| 6M | +26.6% | +176.2% | -149.6% | +9.8% |
| YTD | +16.8% | +256.8% | -240.0% | -2.6% |
| 1Y | +10.1% | +255.9% | -245.8% | -8.5% |
| 3Y | +158.4% | +60.2% | +98.2% | +123.3% |
| All | +43.4% | -65.2% | +108.5% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling