+1,382.3%
MCK vs TRGP
+2,232.9%
-850.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +12.1% | +8.3% | +3.8% | +10.7% |
| 6M | -5.4% | +23.9% | -29.4% | -8.4% |
| YTD | +7.8% | +59.6% | -51.9% | +0.9% |
| 1Y | +22.9% | +79.4% | -56.5% | +13.1% |
| 3Y | +110.7% | +269.4% | -158.7% | +73.3% |
| 5Y | +346.2% | +641.6% | -295.5% | +229.1% |
| 10Y | +440.1% | +845.2% | -405.1% | +261.1% |
| All | +1,382.3% | +2,232.9% | -850.6% | +561.3% |
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