+58.1%
MP vs TRGP
+621.9%
-563.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -2.9% | +0.8% | -3.6% | -3.3% |
| 30D | +13.8% | +11.5% | +2.3% | +7.3% |
| 3M | -16.7% | +9.0% | -25.7% | -21.2% |
| 6M | -11.5% | +20.5% | -32.0% | -21.3% |
| YTD | +7.9% | +59.5% | -51.6% | -18.0% |
| 1Y | -15.0% | +77.9% | -92.9% | -40.4% |
| 3Y | +153.5% | +253.6% | -100.1% | -0.9% |
| All | +58.1% | +621.9% | -563.7% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling