+165.7%
MPC vs TKO
+95.1%
+70.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +5.4% | +0.7% | +4.7% | +5.3% |
| 30D | +31.0% | +1.6% | +29.4% | +30.6% |
| 3M | +46.0% | -7.8% | +53.8% | +47.2% |
| 6M | +77.3% | -13.3% | +90.6% | +80.3% |
| YTD | +141.9% | -10.3% | +152.2% | +144.3% |
| 1Y | +120.9% | -0.6% | +121.5% | +119.0% |
| All | +165.7% | +95.1% | +70.6% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling