+191.2%
MPC vs TDY
+70.2%
+121.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.2% |
| 7D | +2.6% | +3.0% | -0.4% | +1.8% |
| 30D | -12.2% | +6.1% | -18.3% | -13.5% |
| 3M | +20.1% | -4.5% | +24.6% | +21.4% |
| 6M | +60.6% | +2.9% | +57.7% | +58.6% |
| YTD | +150.6% | +27.5% | +123.1% | +128.6% |
| 1Y | +104.7% | +26.5% | +78.2% | +87.1% |
| All | +191.2% | +70.2% | +121.0% | +124.6% |
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