+803.8%
TRGP vs MLM
+140.5%
+663.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.2% |
| 7D | +2.4% | -5.8% | +8.2% | +6.0% |
| 30D | +0.8% | +9.8% | -9.0% | -5.0% |
| 3M | +10.4% | -5.2% | +15.5% | +12.7% |
| 6M | +16.3% | -10.3% | +26.5% | +20.0% |
| YTD | +61.1% | -15.5% | +76.6% | +69.6% |
| 1Y | +71.6% | -15.0% | +86.7% | +79.7% |
| 3Y | +267.5% | +17.5% | +250.0% | +197.0% |
| 5Y | +488.1% | +30.5% | +457.6% | +321.2% |
| 10Y | +803.8% | +145.5% | +658.3% | +292.5% |
| All | +803.8% | +140.5% | +663.2% | +292.5% |
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