+1,171.8%
MPC vs TDG
+551.7%
+620.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.2% |
| 7D | +11.2% | +1.7% | +9.6% | +10.3% |
| 30D | -14.5% | +9.7% | -24.2% | -18.7% |
| 3M | +16.7% | -2.3% | +19.0% | +17.1% |
| 6M | +67.6% | +1.3% | +66.2% | +62.7% |
| YTD | +157.9% | -8.5% | +166.4% | +158.9% |
| 1Y | +116.7% | -8.1% | +124.8% | +116.9% |
| 3Y | +199.8% | +43.4% | +156.4% | +121.3% |
| 5Y | +604.4% | +127.8% | +476.6% | +275.0% |
| All | +1,171.8% | +551.7% | +620.1% | +341.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling