+116.7%
MPC vs TDG
-8.0%
+124.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.8% |
| 7D | +11.2% | +1.7% | +9.6% | +11.8% |
| 30D | -14.5% | +9.7% | -24.2% | -11.7% |
| 3M | +16.7% | -2.3% | +19.0% | +16.4% |
| 6M | +67.6% | +1.3% | +66.2% | +69.2% |
| YTD | +157.9% | -8.5% | +166.4% | +144.4% |
| 1Y | +116.7% | -8.1% | +124.8% | +105.5% |
| All | +116.7% | -8.0% | +124.6% | +105.5% |
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