+181.3%
MCD vs TRGP
+827.0%
-645.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -6.7% | +9.5% | -16.2% | -8.0% |
| 3M | -9.6% | +10.8% | -20.4% | -11.1% |
| 6M | -22.3% | +25.3% | -47.6% | -25.0% |
| YTD | -15.4% | +60.3% | -75.7% | -21.3% |
| 1Y | -16.8% | +84.6% | -101.4% | -24.3% |
| 3Y | -2.4% | +264.4% | -266.8% | -21.2% |
| 5Y | +19.4% | +636.6% | -617.2% | -15.1% |
| 10Y | +181.3% | +848.9% | -667.6% | +54.9% |
| All | +181.3% | +827.0% | -645.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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