+959.5%
MDB vs TRGP
+850.6%
+108.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.1% |
| 7D | +11.6% | +9.0% | +2.5% | +9.2% |
| 30D | -8.9% | +1.5% | -10.4% | -9.3% |
| 3M | -22.4% | +10.7% | -33.1% | -24.6% |
| 6M | +10.1% | +17.1% | -7.1% | +4.9% |
| YTD | -19.0% | +63.6% | -82.7% | -29.8% |
| 1Y | -7.0% | +77.0% | -84.0% | -21.3% |
| 3Y | -9.8% | +273.2% | -283.0% | -36.9% |
| 5Y | -40.1% | +508.6% | -548.7% | -62.4% |
| All | +959.5% | +850.6% | +108.9% | +462.5% |
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