+654.9%
MPC vs TE
-75.9%
+730.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.4% |
| 7D | -16.2% | -12.6% | -3.6% | -15.8% |
| 30D | -15.7% | -36.7% | +21.0% | -14.3% |
| 3M | +24.9% | -57.5% | +82.4% | +28.9% |
| 6M | +52.7% | -55.2% | +107.9% | +54.5% |
| YTD | +131.9% | -64.7% | +196.5% | +134.9% |
| 1Y | +96.6% | -35.9% | +132.5% | +90.7% |
| 3Y | +163.8% | -31.8% | +195.6% | +135.3% |
| 5Y | +533.1% | -79.4% | +612.6% | +510.2% |
| All | +654.9% | -75.9% | +730.8% | +457.0% |
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