+1,120.5%
MPC vs TDG
+540.0%
+580.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.2% | -2.7% | +3.9% | +2.6% |
| 30D | +17.0% | -9.3% | +26.2% | +22.7% |
| 3M | +49.5% | -7.1% | +56.5% | +53.4% |
| 6M | +83.5% | -11.2% | +94.7% | +89.5% |
| YTD | +144.1% | -15.3% | +159.4% | +156.4% |
| 1Y | +119.6% | -12.5% | +132.1% | +125.6% |
| 3Y | +168.1% | +51.2% | +116.9% | +90.4% |
| 5Y | +671.3% | +126.1% | +545.2% | +310.8% |
| All | +1,120.5% | +540.0% | +580.5% | +334.3% |
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