+3,101.0%
MPC vs TRGP
+1,679.7%
+1,421.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +5.4% | +0.8% | +4.7% | +5.1% |
| 30D | +31.0% | +11.5% | +19.5% | +24.7% |
| 3M | +46.0% | +9.0% | +37.0% | +40.2% |
| 6M | +77.3% | +20.5% | +56.8% | +63.0% |
| YTD | +141.9% | +59.5% | +82.4% | +96.8% |
| 1Y | +120.9% | +77.9% | +43.0% | +70.7% |
| 3Y | +182.7% | +253.6% | -70.9% | +60.6% |
| 5Y | +646.4% | +615.5% | +31.0% | +216.2% |
| 10Y | +1,138.7% | +897.1% | +241.6% | +280.3% |
| All | +3,101.0% | +1,679.7% | +1,421.2% | +332.0% |
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