+500.5%
TRGP vs MKC
-35.5%
+536.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.2% |
| 7D | +12.4% | -3.0% | +15.3% | +12.8% |
| 30D | +2.6% | +4.8% | -2.2% | +1.7% |
| 3M | +11.9% | -12.8% | +24.7% | +13.9% |
| 6M | +13.9% | +5.0% | +8.9% | +12.3% |
| YTD | +64.2% | -29.1% | +93.3% | +73.0% |
| 1Y | +78.5% | -26.4% | +104.9% | +86.6% |
| 3Y | +272.9% | -21.6% | +294.5% | +279.6% |
| All | +500.5% | -35.5% | +536.1% | +588.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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