+180.6%
MPC vs TFC
+94.1%
+86.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +2.4% | +3.0% | +4.5% |
| 30D | +31.0% | -1.3% | +32.3% | +31.6% |
| 3M | +46.0% | +6.1% | +40.0% | +42.4% |
| 6M | +77.3% | +7.3% | +70.0% | +70.9% |
| YTD | +141.9% | +8.2% | +133.7% | +132.5% |
| 1Y | +120.9% | +14.4% | +106.5% | +106.5% |
| All | +180.6% | +94.1% | +86.6% | +125.2% |
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