+3,298.1%
MPC vs TKO
+2,721.6%
+576.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.0% |
| 7D | +9.4% | +2.6% | +6.8% | +8.8% |
| 30D | -13.4% | +11.6% | -25.1% | -15.5% |
| 3M | +18.9% | -0.1% | +19.0% | +18.5% |
| 6M | +64.9% | +6.7% | +58.2% | +61.6% |
| YTD | +156.8% | -6.0% | +162.8% | +157.3% |
| 1Y | +113.2% | +8.5% | +104.7% | +106.8% |
| 3Y | +201.8% | +150.9% | +50.9% | +140.7% |
| 5Y | +601.4% | +274.0% | +327.3% | +395.7% |
| 10Y | +1,166.0% | +1,126.1% | +39.8% | +598.2% |
| All | +3,298.1% | +2,721.6% | +576.5% | +1,079.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling