+505.0%
MCHP vs TRGP
+2,242.0%
-1,737.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.3% | -0.7% | +1.1% | +0.5% |
| 30D | -9.8% | +9.5% | -19.2% | -11.9% |
| 3M | -19.7% | +10.8% | -30.5% | -22.4% |
| 6M | +13.6% | +25.3% | -11.8% | +6.0% |
| YTD | +16.5% | +60.3% | -43.7% | +1.9% |
| 1Y | +15.7% | +84.6% | -68.9% | -2.7% |
| 3Y | 0.0% | +264.4% | -264.4% | -28.9% |
| 5Y | +4.4% | +636.6% | -632.2% | -37.5% |
| 10Y | +201.4% | +848.9% | -647.5% | +44.4% |
| All | +505.0% | +2,242.0% | -1,737.0% | +102.4% |
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