+625.6%
TRGP vs MLM
+41.9%
+583.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +0.8% | -2.9% | +3.7% | +1.6% |
| 30D | +11.5% | -6.8% | +18.3% | +13.5% |
| 3M | +9.0% | -11.2% | +20.2% | +11.8% |
| 6M | +20.5% | -21.8% | +42.3% | +28.9% |
| YTD | +59.5% | -17.0% | +76.5% | +65.8% |
| 1Y | +77.9% | -16.4% | +94.3% | +83.6% |
| 3Y | +253.6% | +14.5% | +239.1% | +211.1% |
| All | +625.6% | +41.9% | +583.7% | +470.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling