+739.8%
MPC vs TE
-80.5%
+820.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.6% |
| 7D | +11.2% | -19.1% | +30.3% | +12.2% |
| 30D | -14.5% | -34.1% | +19.6% | -13.2% |
| 3M | +16.7% | -60.1% | +76.8% | +20.7% |
| 6M | +67.6% | -66.0% | +133.5% | +71.7% |
| YTD | +157.9% | -71.4% | +229.3% | +163.4% |
| 1Y | +116.7% | -45.3% | +161.9% | +111.5% |
| 3Y | +199.8% | +9.1% | +190.6% | +157.3% |
| 5Y | +604.4% | -82.6% | +687.0% | +580.0% |
| All | +739.8% | -80.5% | +820.3% | +524.6% |
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