+20.4%
MCD vs TRGP
+631.5%
-611.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.1% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -6.1% | +14.6% | -20.7% | -7.2% |
| 3M | -7.3% | +11.9% | -19.2% | -8.2% |
| 6M | -20.9% | +25.3% | -46.2% | -22.5% |
| YTD | -14.7% | +61.9% | -76.5% | -18.3% |
| 1Y | -16.1% | +87.3% | -103.4% | -20.8% |
| 3Y | -1.5% | +268.0% | -269.5% | -15.9% |
| 5Y | +20.4% | +638.2% | -617.8% | -8.3% |
| All | +20.4% | +631.5% | -611.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling