+3,312.9%
MPC vs TDY
+1,240.8%
+2,072.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | +11.2% | +4.1% | +7.2% | +8.5% |
| 30D | -14.5% | +5.7% | -20.2% | -17.7% |
| 3M | +16.7% | -4.4% | +21.1% | +19.4% |
| 6M | +67.6% | +1.2% | +66.3% | +63.4% |
| YTD | +157.9% | +26.0% | +131.9% | +113.9% |
| 1Y | +116.7% | +27.4% | +89.3% | +78.1% |
| 3Y | +199.8% | +67.5% | +132.2% | +96.4% |
| 5Y | +604.4% | +44.9% | +559.6% | +392.3% |
| 10Y | +1,171.5% | +440.9% | +730.5% | +259.1% |
| All | +3,312.9% | +1,240.8% | +2,072.1% | +383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling