+601.0%
MPC vs TFC
+1.3%
+599.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +11.2% | +2.3% | +9.0% | +10.4% |
| 30D | -14.5% | +10.8% | -25.3% | -17.8% |
| 3M | +16.7% | -3.8% | +20.4% | +18.0% |
| 6M | +67.6% | +9.6% | +58.0% | +60.6% |
| YTD | +157.9% | +5.8% | +152.1% | +149.1% |
| 1Y | +116.7% | +16.2% | +100.5% | +101.2% |
| 3Y | +199.8% | +96.0% | +103.8% | +127.0% |
| All | +601.0% | +1.3% | +599.8% | +603.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling