-13.9%
MP vs TRGP
+502.3%
-516.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.4% | +1.3% |
| 7D | +11.0% | +9.0% | +2.0% | +6.9% |
| 30D | -11.7% | +1.5% | -13.3% | -12.6% |
| 3M | -30.8% | +10.7% | -41.5% | -34.6% |
| 6M | -42.9% | +17.1% | -60.0% | -48.1% |
| YTD | -25.9% | +63.6% | -89.5% | -44.1% |
| 1Y | -37.3% | +77.0% | -114.3% | -54.8% |
| 3Y | +150.7% | +273.2% | -122.5% | -3.1% |
| All | -13.9% | +502.3% | -516.2% | -80.1% |
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