+409.5%
TRGP vs MLM
+23.5%
+386.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.2% |
| 7D | -16.0% | -4.1% | -11.9% | -15.1% |
| 30D | -6.4% | +8.2% | -14.6% | -8.6% |
| 3M | -1.0% | -3.6% | +2.6% | -0.4% |
| 6M | +7.0% | -15.6% | +22.5% | +11.3% |
| YTD | +46.1% | -16.4% | +62.5% | +51.2% |
| 1Y | +58.7% | -14.3% | +73.0% | +62.4% |
| 3Y | +221.9% | +19.3% | +202.6% | +177.6% |
| All | +409.5% | +23.5% | +386.0% | +322.0% |
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