+678.6%
MPC vs TKO
+312.5%
+366.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.7% | +1.6% |
| 7D | +3.9% | +7.2% | -3.3% | +2.8% |
| 30D | +33.8% | +4.7% | +29.1% | +32.8% |
| 3M | +49.9% | -3.2% | +53.1% | +50.2% |
| 6M | +80.9% | -2.9% | +83.8% | +80.9% |
| YTD | +147.4% | -5.8% | +153.2% | +148.3% |
| 1Y | +123.2% | -1.1% | +124.3% | +121.7% |
| 3Y | +171.7% | +111.1% | +60.6% | +138.4% |
| 5Y | +678.6% | +315.6% | +363.0% | +414.4% |
| All | +678.6% | +312.5% | +366.0% | +414.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling