+3,101.0%
MPC vs TDY
+1,171.9%
+1,929.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +5.4% | -1.8% | +7.3% | +6.7% |
| 30D | +31.0% | -10.7% | +41.7% | +40.5% |
| 3M | +46.0% | -1.3% | +47.3% | +45.8% |
| 6M | +77.3% | -10.6% | +87.9% | +86.8% |
| YTD | +141.9% | +19.6% | +122.3% | +108.6% |
| 1Y | +120.9% | +11.6% | +109.3% | +97.9% |
| 3Y | +182.7% | +45.2% | +137.5% | +104.8% |
| 5Y | +646.4% | +36.1% | +610.4% | +444.7% |
| 10Y | +1,138.7% | +458.8% | +679.9% | +242.7% |
| All | +3,101.0% | +1,171.9% | +1,929.1% | +371.4% |
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