+1,131.4%
MPC vs TDY
+479.2%
+652.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.1% |
| 7D | +1.8% | -1.1% | +2.9% | +2.5% |
| 30D | +14.0% | -12.0% | +26.0% | +23.3% |
| 3M | +52.2% | -3.2% | +55.4% | +54.2% |
| 6M | +75.8% | -7.9% | +83.6% | +81.5% |
| YTD | +146.3% | +18.2% | +128.1% | +113.9% |
| 1Y | +120.8% | +6.7% | +114.1% | +104.2% |
| 3Y | +172.6% | +47.5% | +125.1% | +94.8% |
| 5Y | +678.2% | +39.5% | +638.7% | +454.9% |
| All | +1,131.4% | +479.2% | +652.2% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling