+117.2%
MPC vs TDG
-5.9%
+123.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.7% | -8.8% | -7.9% |
| 7D | -10.9% | +7.1% | -18.0% | -8.7% |
| 30D | -9.4% | +11.4% | -20.8% | -5.9% |
| 3M | +26.0% | -4.6% | +30.5% | +24.6% |
| 6M | +56.5% | +5.8% | +50.7% | +59.5% |
| YTD | +144.3% | -8.5% | +152.8% | +134.0% |
| 1Y | +117.2% | -5.8% | +123.0% | +103.7% |
| All | +117.2% | -5.9% | +123.1% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling