+50.8%
MMM vs TXG
+16.0%
+34.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -3.3% | +1.8% | -5.1% | -3.5% |
| 30D | -7.0% | +32.0% | -39.0% | -9.9% |
| 3M | +10.8% | +87.0% | -76.2% | +3.2% |
| 6M | +5.8% | +180.1% | -174.3% | -6.0% |
| YTD | +6.8% | +284.1% | -277.4% | -8.6% |
| 1Y | +10.4% | +361.7% | -351.3% | -8.2% |
| 3Y | +104.7% | +15.9% | +88.8% | +86.8% |
| 5Y | +23.6% | -66.2% | +89.7% | +16.0% |
| All | +50.8% | +16.0% | +34.7% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling