+113.2%
MPC vs TDG
-6.0%
+119.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +1.4% |
| 7D | +9.4% | +1.2% | +8.3% | +9.8% |
| 30D | -13.4% | +8.1% | -21.6% | -11.0% |
| 3M | +18.9% | -2.6% | +21.5% | +18.5% |
| 6M | +64.9% | +1.0% | +63.9% | +66.3% |
| YTD | +156.8% | -9.5% | +166.3% | +142.9% |
| 1Y | +113.2% | -8.0% | +121.2% | +100.3% |
| All | +113.2% | -6.0% | +119.1% | +100.3% |
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 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