+687.7%
MPC vs TE
-53.0%
+740.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +5.4% | -4.0% | +9.4% | +5.6% |
| 30D | +31.0% | -15.9% | +46.9% | +31.7% |
| 3M | +46.0% | -60.5% | +106.6% | +51.3% |
| 6M | +77.3% | -35.2% | +112.5% | +77.0% |
| YTD | +141.9% | -31.1% | +173.0% | +139.0% |
| 1Y | +120.9% | +148.6% | -27.7% | +96.6% |
| 3Y | +182.7% | -26.4% | +209.1% | +160.2% |
| 5Y | +646.4% | -48.0% | +694.5% | +569.5% |
| All | +687.7% | -53.0% | +740.6% | +466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling