+1,120.5%
MPC vs TKO
+985.8%
+134.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +17.0% | -2.6% | +19.6% | +17.5% |
| 3M | +49.5% | -7.8% | +57.2% | +51.8% |
| 6M | +83.5% | -7.0% | +90.5% | +85.2% |
| YTD | +144.1% | -8.5% | +152.6% | +146.9% |
| 1Y | +119.6% | -1.3% | +120.9% | +117.0% |
| 3Y | +168.1% | +105.0% | +63.1% | +112.7% |
| 5Y | +671.3% | +292.9% | +378.4% | +384.3% |
| All | +1,120.5% | +985.8% | +134.7% | +482.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling