+2,968.0%
MPC vs TFC
+236.6%
+2,731.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -16.2% | +1.2% | -17.4% | -17.1% |
| 30D | -15.7% | +8.3% | -24.1% | -20.3% |
| 3M | +24.9% | -5.2% | +30.1% | +28.2% |
| 6M | +52.7% | -0.8% | +53.4% | +50.9% |
| YTD | +131.9% | +3.4% | +128.4% | +120.4% |
| 1Y | +96.6% | +17.0% | +79.6% | +71.9% |
| 3Y | +163.8% | +86.2% | +77.6% | +62.3% |
| 5Y | +533.1% | -2.3% | +535.4% | +470.7% |
| 10Y | +1,118.6% | +93.9% | +1,024.7% | +525.2% |
| All | +2,968.0% | +236.6% | +2,731.4% | +952.0% |
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 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