+705.6%
MPC vs TE
-48.3%
+753.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.0% | -7.7% | +1.8% |
| 7D | +3.9% | +18.2% | -14.4% | +3.1% |
| 30D | +33.8% | -13.5% | +47.3% | +34.4% |
| 3M | +49.9% | -44.6% | +94.4% | +52.9% |
| 6M | +80.9% | -24.7% | +105.6% | +79.3% |
| YTD | +147.4% | -24.3% | +171.7% | +143.4% |
| 1Y | +123.2% | +155.6% | -32.4% | +98.7% |
| 3Y | +171.7% | -18.3% | +190.0% | +148.8% |
| 5Y | +678.6% | -41.3% | +719.9% | +592.1% |
| All | +705.6% | -48.3% | +753.9% | +477.1% |
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