+121.7%
MPC vs TGT
+79.1%
+42.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.6% |
| 7D | +3.2% | -3.6% | +6.8% | +3.4% |
| 30D | +25.0% | +4.4% | +20.6% | +24.8% |
| 3M | +55.2% | +25.4% | +29.8% | +53.2% |
| 6M | +86.4% | +33.4% | +53.0% | +82.1% |
| YTD | +148.5% | +65.6% | +82.9% | +131.3% |
| 1Y | +121.7% | +80.3% | +41.4% | +99.2% |
| All | +121.7% | +79.1% | +42.6% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling