+163.8%
MPC vs TFC
+82.8%
+80.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -16.2% | +1.2% | -17.4% | -16.7% |
| 30D | -15.7% | +8.3% | -24.1% | -18.5% |
| 3M | +24.9% | -5.2% | +30.1% | +27.1% |
| 6M | +52.7% | -0.8% | +53.4% | +51.9% |
| YTD | +131.9% | +3.4% | +128.4% | +125.2% |
| 1Y | +96.6% | +17.0% | +79.6% | +79.4% |
| 3Y | +163.8% | +86.2% | +77.6% | +97.9% |
| All | +163.8% | +82.8% | +80.9% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling