+564.6%
MPC vs TDG
+116.2%
+448.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -8.8% | +1.4% | -10.3% | -9.1% |
| 30D | -14.4% | +10.6% | -25.0% | -16.3% |
| 3M | +21.9% | +0.2% | +21.8% | +21.7% |
| 6M | +60.1% | +0.9% | +59.3% | +58.3% |
| YTD | +142.3% | -7.8% | +150.2% | +143.5% |
| 1Y | +101.7% | -4.9% | +106.6% | +100.5% |
| 3Y | +184.8% | +44.5% | +140.3% | +133.9% |
| 5Y | +564.6% | +117.7% | +446.9% | +339.2% |
| All | +564.6% | +116.2% | +448.4% | +339.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling