+582.3%
MPC vs TKO
+288.0%
+294.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | +3.1% | -0.5% | +2.2% |
| 30D | -12.2% | +15.0% | -27.2% | -13.9% |
| 3M | +20.1% | +2.9% | +17.2% | +19.4% |
| 6M | +60.6% | +9.0% | +51.6% | +58.0% |
| YTD | +150.6% | -3.4% | +154.0% | +150.4% |
| 1Y | +104.7% | +12.8% | +91.9% | +99.3% |
| 3Y | +194.5% | +158.0% | +36.5% | +153.6% |
| 5Y | +582.3% | +285.4% | +296.9% | +398.8% |
| All | +582.3% | +288.0% | +294.3% | +398.8% |
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 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