+119.6%
MPC vs TDG
-14.3%
+133.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.7% |
| 7D | +1.2% | -2.7% | +3.9% | +0.5% |
| 30D | +17.0% | -9.3% | +26.2% | +14.0% |
| 3M | +49.5% | -7.1% | +56.5% | +46.6% |
| 6M | +83.5% | -11.2% | +94.7% | +80.2% |
| YTD | +144.1% | -15.3% | +159.4% | +134.0% |
| 1Y | +119.6% | -12.5% | +132.1% | +110.0% |
| All | +119.6% | -14.3% | +133.9% | +110.0% |
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 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