+3,101.0%
MPC vs TFC
+252.0%
+2,849.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +2.4% | +3.0% | +3.8% |
| 30D | +31.0% | -1.3% | +32.3% | +31.9% |
| 3M | +46.0% | +6.1% | +40.0% | +39.8% |
| 6M | +77.3% | +7.3% | +70.0% | +65.9% |
| YTD | +141.9% | +8.2% | +133.7% | +124.9% |
| 1Y | +120.9% | +14.4% | +106.5% | +97.0% |
| 3Y | +182.7% | +93.7% | +89.0% | +68.7% |
| 5Y | +646.4% | +16.4% | +630.0% | +493.6% |
| 10Y | +1,138.7% | +101.6% | +1,037.2% | +524.5% |
| All | +3,101.0% | +252.0% | +2,849.0% | +973.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling