+678.6%
MPC vs TGT
-21.7%
+700.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.3% | +2.5% |
| 7D | +3.9% | -0.6% | +4.5% | +4.0% |
| 30D | +33.8% | +9.5% | +24.2% | +31.6% |
| 3M | +49.9% | +32.3% | +17.6% | +42.1% |
| 6M | +80.9% | +37.0% | +43.9% | +69.8% |
| YTD | +147.4% | +71.0% | +76.4% | +122.0% |
| 1Y | +123.2% | +85.0% | +38.2% | +96.8% |
| 3Y | +171.7% | +46.8% | +124.9% | +142.2% |
| 5Y | +678.6% | -22.7% | +701.3% | +674.9% |
| All | +678.6% | -21.7% | +700.2% | +674.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling