+739.5%
TRGP vs MLM
+167.5%
+572.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.0% |
| 7D | -7.2% | -3.8% | -3.3% | -5.1% |
| 30D | -4.2% | +11.0% | -15.2% | -10.2% |
| 3M | +7.0% | -3.1% | +10.0% | +7.8% |
| 6M | +11.2% | -9.8% | +21.0% | +14.5% |
| YTD | +51.1% | -14.4% | +65.5% | +57.9% |
| 1Y | +62.0% | -12.6% | +74.6% | +66.7% |
| 3Y | +248.2% | +19.7% | +228.5% | +178.4% |
| 5Y | +432.4% | +29.8% | +402.6% | +284.8% |
| 10Y | +739.5% | +153.5% | +586.0% | +258.3% |
| All | +739.5% | +167.5% | +572.1% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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