-11.9%
MDB vs TRGP
+252.5%
-264.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.7% |
| 7D | -1.0% | -5.8% | +4.8% | +0.4% |
| 30D | -14.0% | -1.5% | -12.5% | -13.6% |
| 3M | -20.3% | +6.1% | -26.4% | -21.7% |
| 6M | +10.9% | +14.4% | -3.5% | +5.8% |
| YTD | -20.9% | +55.3% | -76.2% | -33.4% |
| 1Y | -11.2% | +69.1% | -80.3% | -28.4% |
| 3Y | -11.9% | +254.3% | -266.2% | -34.0% |
| All | -11.9% | +252.5% | -264.4% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling