+101.7%
MPC vs TE
-49.5%
+151.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | -0.2% |
| 7D | -8.8% | -26.9% | +18.0% | -9.2% |
| 30D | -14.4% | -38.9% | +24.5% | -14.6% |
| 3M | +21.9% | -61.0% | +83.0% | +21.3% |
| 6M | +60.1% | -66.4% | +126.5% | +58.9% |
| YTD | +142.3% | -69.0% | +211.3% | +139.1% |
| 1Y | +101.7% | -54.0% | +155.7% | +94.4% |
| All | +101.7% | -49.5% | +151.2% | +94.4% |
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