+121.7%
MPC vs TKO
-2.2%
+123.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +3.2% | +0.7% | +2.5% | +3.2% |
| 30D | +25.0% | +0.9% | +24.2% | +24.9% |
| 3M | +55.2% | -6.2% | +61.3% | +55.4% |
| 6M | +86.4% | -5.6% | +92.0% | +87.4% |
| YTD | +148.5% | -7.8% | +156.3% | +149.3% |
| 1Y | +121.7% | -1.2% | +122.9% | +121.1% |
| All | +121.7% | -2.2% | +123.9% | +121.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling