+180.6%
MPC vs TE
-25.4%
+206.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +5.4% | -4.0% | +9.4% | +5.5% |
| 30D | +31.0% | -15.9% | +46.9% | +31.4% |
| 3M | +46.0% | -60.5% | +106.6% | +49.5% |
| 6M | +77.3% | -35.2% | +112.5% | +77.1% |
| YTD | +141.9% | -31.1% | +173.0% | +139.9% |
| 1Y | +120.9% | +148.6% | -27.7% | +103.0% |
| All | +180.6% | -25.4% | +206.1% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling