+339.0%
MCK vs TRGP
+628.1%
-289.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +0.4% | +8.0% | -7.6% | -0.6% |
| 3M | +12.1% | +8.3% | +3.8% | +10.8% |
| 6M | -5.4% | +23.9% | -29.4% | -8.1% |
| YTD | +7.8% | +59.6% | -51.9% | +1.8% |
| 1Y | +22.9% | +79.4% | -56.5% | +14.4% |
| 3Y | +110.7% | +269.4% | -158.7% | +73.8% |
| All | +339.0% | +628.1% | -289.1% | +202.1% |
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 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