+116.7%
MPC vs TE
-49.1%
+165.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.4% |
| 7D | +11.2% | -19.1% | +30.3% | +10.8% |
| 30D | -14.5% | -34.1% | +19.6% | -14.8% |
| 3M | +16.7% | -60.1% | +76.8% | +15.7% |
| 6M | +67.6% | -66.0% | +133.5% | +65.6% |
| YTD | +157.9% | -71.4% | +229.3% | +153.6% |
| 1Y | +116.7% | -45.3% | +161.9% | +105.3% |
| All | +116.7% | -49.1% | +165.7% | +105.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling