+386.4%
MCD vs TRGP
+2,231.3%
-1,844.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | -6.0% | +11.5% | -17.5% | -7.3% |
| 3M | -5.6% | +9.0% | -14.6% | -6.7% |
| 6M | -21.9% | +20.5% | -42.3% | -23.8% |
| YTD | -14.7% | +59.5% | -74.2% | -19.7% |
| 1Y | -17.3% | +77.9% | -95.2% | -23.3% |
| 3Y | -2.2% | +253.6% | -255.7% | -18.0% |
| 5Y | +20.3% | +615.5% | -595.2% | -9.1% |
| 10Y | +180.7% | +897.1% | -716.4% | +74.6% |
| All | +386.4% | +2,231.3% | -1,844.9% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling