+689.7%
MPC vs TE
-76.6%
+766.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +4.7% |
| 7D | -9.4% | -10.5% | +1.1% | -9.0% |
| 30D | -14.3% | -32.4% | +18.1% | -13.1% |
| 3M | +31.1% | -60.9% | +92.0% | +35.8% |
| 6M | +60.3% | -62.8% | +123.1% | +63.9% |
| YTD | +142.5% | -65.7% | +208.2% | +146.0% |
| 1Y | +104.6% | -39.9% | +144.5% | +99.1% |
| 3Y | +191.7% | +10.6% | +181.1% | +150.8% |
| 5Y | +549.2% | -79.7% | +628.9% | +524.8% |
| All | +689.7% | -76.6% | +766.2% | +483.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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