+1,079.5%
MPC vs TFC
+90.2%
+989.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -16.2% | +1.2% | -17.4% | -17.0% |
| 30D | -15.7% | +8.3% | -24.1% | -20.2% |
| 3M | +24.9% | -5.2% | +30.1% | +28.1% |
| 6M | +52.7% | -0.8% | +53.4% | +51.0% |
| YTD | +131.9% | +3.4% | +128.4% | +120.8% |
| 1Y | +96.6% | +17.0% | +79.6% | +72.5% |
| 3Y | +163.8% | +86.2% | +77.6% | +64.2% |
| 5Y | +533.1% | -2.3% | +535.4% | +482.1% |
| All | +1,079.5% | +90.2% | +989.3% | +553.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling