+37.0%
MDT vs TRGP
+863.3%
-826.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.2% | +8.0% | -7.8% | -1.1% |
| 3M | +14.3% | +8.3% | +6.0% | +12.5% |
| 6M | +4.0% | +23.9% | -19.9% | 0.0% |
| YTD | -3.7% | +59.6% | -63.3% | -11.4% |
| 1Y | -0.4% | +79.4% | -79.8% | -10.3% |
| 3Y | +23.3% | +269.4% | -246.1% | -3.3% |
| 5Y | -18.9% | +641.6% | -660.5% | -44.3% |
| All | +37.0% | +863.3% | -826.3% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling