+297.7%
MDT vs TRGP
+2,265.4%
-1,967.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +6.0% | +14.6% | -8.6% | +3.7% |
| 3M | +15.5% | +11.9% | +3.6% | +13.2% |
| 6M | +3.4% | +25.3% | -21.9% | -0.6% |
| YTD | -2.2% | +61.9% | -64.0% | -9.7% |
| 1Y | +2.6% | +87.3% | -84.7% | -7.7% |
| 3Y | +27.5% | +268.0% | -240.5% | +1.7% |
| 5Y | -20.1% | +638.2% | -658.3% | -43.6% |
| 10Y | +39.1% | +821.9% | -782.9% | -18.3% |
| All | +297.7% | +2,265.4% | -1,967.7% | +58.5% |
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