-5.6%
MDB vs TRGP
+265.9%
-271.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -4.9% | -3.8% |
| 7D | -18.0% | -0.6% | -17.4% | -17.9% |
| 30D | -10.7% | +14.6% | -25.3% | -13.5% |
| 3M | +1.0% | +11.9% | -11.0% | -2.4% |
| 6M | +31.6% | +25.3% | +6.3% | +23.0% |
| YTD | -15.2% | +61.9% | -77.0% | -27.7% |
| 1Y | +10.1% | +87.3% | -77.2% | -12.5% |
| 3Y | -5.6% | +268.0% | -273.6% | -19.0% |
| All | -5.6% | +265.9% | -271.5% | -19.0% |
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