+678.6%
MPC vs TDG
+132.8%
+545.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.7% | +2.6% |
| 7D | +3.9% | -0.9% | +4.8% | +4.1% |
| 30D | +33.8% | -6.5% | +40.3% | +35.9% |
| 3M | +49.9% | -5.1% | +54.9% | +50.6% |
| 6M | +80.9% | -11.5% | +92.5% | +84.5% |
| YTD | +147.4% | -13.9% | +161.3% | +153.0% |
| 1Y | +123.2% | -11.5% | +134.7% | +125.5% |
| 3Y | +171.7% | +53.7% | +118.1% | +112.6% |
| 5Y | +678.6% | +135.5% | +543.1% | +376.4% |
| All | +678.6% | +132.8% | +545.8% | +376.4% |
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