+1,098.3%
MPC vs TFC
+82.1%
+1,016.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -8.8% | +1.7% | -10.6% | -9.9% |
| 30D | -14.4% | +9.0% | -23.4% | -19.2% |
| 3M | +21.9% | -2.1% | +24.1% | +22.8% |
| 6M | +60.1% | +3.4% | +56.8% | +54.4% |
| YTD | +142.3% | +5.3% | +137.0% | +128.3% |
| 1Y | +101.7% | +16.2% | +85.5% | +78.0% |
| 3Y | +184.8% | +94.8% | +90.0% | +72.2% |
| 5Y | +564.6% | -0.7% | +565.3% | +505.4% |
| 10Y | +1,098.3% | +80.9% | +1,017.5% | +602.0% |
| All | +1,098.3% | +82.1% | +1,016.3% | +602.0% |
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