+25.2%
MCD vs TRGP
+426.9%
-401.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.6% |
| 7D | +5.9% | -7.2% | +13.1% | +6.4% |
| 30D | +19.6% | -4.2% | +23.8% | +19.8% |
| 3M | +3.3% | +7.0% | -3.7% | +2.4% |
| 6M | +3.5% | +11.2% | -7.8% | +2.1% |
| YTD | -6.1% | +51.1% | -57.2% | -9.8% |
| 1Y | -3.7% | +62.0% | -65.7% | -8.1% |
| 3Y | +13.4% | +248.2% | -234.8% | -3.2% |
| 5Y | +25.2% | +432.4% | -407.2% | -0.8% |
| All | +25.2% | +426.9% | -401.7% | -0.8% |
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