+445.3%
MP vs TRGP
+1,503.9%
-1,058.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -2.9% | +0.8% | -3.6% | -3.2% |
| 30D | +13.8% | +11.5% | +2.3% | +8.2% |
| 3M | -16.7% | +9.0% | -25.7% | -20.5% |
| 6M | -11.5% | +20.5% | -32.0% | -19.9% |
| YTD | +7.9% | +59.5% | -51.6% | -14.1% |
| 1Y | -15.0% | +77.9% | -92.9% | -36.6% |
| 3Y | +153.5% | +253.6% | -100.1% | +27.7% |
| 5Y | +58.7% | +615.5% | -556.8% | -39.8% |
| All | +445.3% | +1,503.9% | -1,058.6% | +76.7% |
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