+254.1%
MP vs TRGP
+1,369.0%
-1,114.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +6.0% |
| 7D | -10.5% | -16.0% | +5.5% | -4.2% |
| 30D | -23.5% | -6.4% | -17.1% | -21.8% |
| 3M | -25.4% | -1.0% | -24.5% | -26.1% |
| 6M | -51.3% | +7.0% | -58.2% | -53.6% |
| YTD | -29.9% | +46.1% | -76.0% | -42.5% |
| 1Y | -31.8% | +58.7% | -90.5% | -46.3% |
| 3Y | +127.0% | +221.9% | -94.9% | +18.3% |
| 5Y | -3.3% | +419.9% | -423.2% | -59.5% |
| All | +254.1% | +1,369.0% | -1,114.9% | +18.2% |
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