+642.2%
MPC vs TE
-47.8%
+690.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +5.4% | -4.0% | +9.4% | +5.6% |
| 30D | +31.0% | -15.9% | +46.9% | +31.6% |
| 3M | +46.0% | -60.5% | +106.6% | +50.7% |
| 6M | +77.3% | -35.2% | +112.5% | +77.1% |
| YTD | +141.9% | -31.1% | +173.0% | +139.4% |
| 1Y | +120.9% | +148.6% | -27.7% | +99.1% |
| 3Y | +182.7% | -26.4% | +209.1% | +161.6% |
| All | +642.2% | -47.8% | +690.1% | +571.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling