+191.7%
MPC vs TGT
+67.9%
+123.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +3.9% |
| 7D | -9.4% | +4.7% | -14.2% | -10.1% |
| 30D | -14.3% | +8.0% | -22.3% | -15.4% |
| 3M | +31.1% | +11.7% | +19.4% | +28.5% |
| 6M | +60.3% | +34.7% | +25.5% | +51.6% |
| YTD | +142.5% | +74.4% | +68.1% | +116.9% |
| 1Y | +104.6% | +89.2% | +15.4% | +79.8% |
| 3Y | +191.7% | +73.4% | +118.3% | +158.5% |
| All | +191.7% | +67.9% | +123.8% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling