+213.3%
MCD vs TRGP
+762.8%
-549.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.1% |
| 7D | +7.3% | -5.8% | +13.0% | +8.1% |
| 30D | +20.0% | -1.5% | +21.4% | +19.9% |
| 3M | +3.8% | +6.1% | -2.3% | +2.6% |
| 6M | +3.8% | +14.4% | -10.6% | +1.2% |
| YTD | -5.9% | +55.3% | -61.2% | -12.2% |
| 1Y | -3.2% | +69.1% | -72.4% | -10.9% |
| 3Y | +13.3% | +254.3% | -241.0% | -8.4% |
| 5Y | +25.2% | +471.4% | -446.2% | -7.5% |
| 10Y | +213.3% | +773.0% | -559.7% | +76.1% |
| All | +213.3% | +762.8% | -549.4% | +76.1% |
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