+24.2%
MDT vs TRGP
+262.4%
-238.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +1.0% | +10.0% | -8.9% | +0.1% |
| 3M | +15.2% | +7.6% | +7.6% | +14.2% |
| 6M | +3.7% | +26.8% | -23.1% | +0.8% |
| YTD | -3.0% | +60.6% | -63.5% | -8.2% |
| 1Y | +2.5% | +82.5% | -80.0% | -4.8% |
| All | +24.2% | +262.4% | -238.2% | +9.3% |
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