+171.7%
MPC vs TDG
+50.9%
+120.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.7% | +2.3% |
| 7D | +3.9% | -0.9% | +4.8% | +3.9% |
| 30D | +33.8% | -6.5% | +40.3% | +34.1% |
| 3M | +49.9% | -5.1% | +54.9% | +49.6% |
| 6M | +80.9% | -11.5% | +92.5% | +82.1% |
| YTD | +147.4% | -13.9% | +161.3% | +148.8% |
| 1Y | +123.2% | -11.5% | +134.7% | +122.9% |
| 3Y | +171.7% | +53.7% | +118.1% | +155.5% |
| All | +171.7% | +50.9% | +120.8% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling