+620.9%
TRGP vs MKC
-33.0%
+653.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.1% | -1.5% | +1.5% | +0.3% |
| 30D | +8.0% | -3.1% | +11.1% | +8.5% |
| 3M | +8.3% | +5.2% | +3.1% | +7.2% |
| 6M | +23.9% | -12.8% | +36.7% | +26.5% |
| YTD | +59.6% | -23.3% | +82.9% | +66.4% |
| 1Y | +79.4% | -24.1% | +103.5% | +87.2% |
| 3Y | +269.4% | -32.1% | +301.5% | +294.0% |
| All | +620.9% | -33.0% | +653.9% | +736.7% |
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