+30.7%
MCO vs TRGP
+628.1%
-597.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -3.8% | +0.1% | -3.8% | -3.8% |
| 30D | -0.4% | +8.0% | -8.4% | -2.3% |
| 3M | +7.7% | +8.3% | -0.5% | +5.2% |
| 6M | +7.0% | +23.9% | -16.9% | +0.4% |
| YTD | -6.4% | +59.6% | -66.0% | -18.4% |
| 1Y | -7.6% | +79.4% | -87.1% | -22.5% |
| 3Y | +43.2% | +269.4% | -226.2% | -4.3% |
| All | +30.7% | +628.1% | -597.4% | -24.0% |
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