+171.7%
MPC vs TDY
+47.5%
+124.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +3.9% | -0.9% | +4.7% | +4.1% |
| 30D | +33.8% | -12.5% | +46.2% | +38.2% |
| 3M | +49.9% | -1.2% | +51.0% | +49.5% |
| 6M | +80.9% | -6.6% | +87.5% | +82.9% |
| YTD | +147.4% | +18.5% | +129.0% | +130.4% |
| 1Y | +123.2% | +10.8% | +112.4% | +111.8% |
| 3Y | +171.7% | +47.5% | +124.2% | +133.0% |
| All | +171.7% | +47.5% | +124.2% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling