+858.4%
TRGP vs MLM
+208.5%
+649.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -0.6% | +1.4% | -2.0% | -1.5% |
| 30D | +14.6% | -6.5% | +21.1% | +18.6% |
| 3M | +11.9% | -7.4% | +19.4% | +14.6% |
| 6M | +25.3% | -15.8% | +41.1% | +34.1% |
| YTD | +61.9% | -17.4% | +79.3% | +73.6% |
| 1Y | +87.3% | -17.9% | +105.2% | +100.3% |
| 3Y | +268.0% | +18.9% | +249.1% | +195.7% |
| 5Y | +638.2% | +43.4% | +594.8% | +396.7% |
| All | +858.4% | +208.5% | +649.9% | +317.9% |
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