+184.8%
MPC vs TFC
+95.4%
+89.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -8.8% | +1.7% | -10.6% | -9.5% |
| 30D | -14.4% | +9.0% | -23.4% | -17.3% |
| 3M | +21.9% | -2.1% | +24.1% | +22.7% |
| 6M | +60.1% | +3.4% | +56.8% | +56.8% |
| YTD | +142.3% | +5.3% | +137.0% | +133.9% |
| 1Y | +101.7% | +16.2% | +85.5% | +85.2% |
| 3Y | +184.8% | +94.8% | +90.0% | +113.0% |
| All | +184.8% | +95.4% | +89.4% | +113.0% |
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 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