+159.3%
MP vs TRGP
+274.3%
-115.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +9.5% | +12.4% | -2.9% | +7.6% |
| 30D | -3.0% | +2.6% | -5.6% | -3.4% |
| 3M | -30.4% | +11.9% | -42.2% | -31.8% |
| 6M | -39.2% | +13.9% | -53.1% | -40.9% |
| YTD | -23.3% | +64.2% | -87.5% | -32.4% |
| 1Y | -32.6% | +78.5% | -111.1% | -42.1% |
| 3Y | +159.3% | +272.9% | -113.6% | +23.3% |
| All | +159.3% | +274.3% | -115.0% | +23.3% |
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