+120.9%
MPC vs TLN
-17.2%
+138.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.5% |
| 7D | +5.4% | +7.1% | -1.6% | +5.8% |
| 30D | +31.0% | -3.9% | +34.9% | +30.8% |
| 3M | +46.0% | -16.2% | +62.2% | +45.0% |
| 6M | +77.3% | -5.8% | +83.1% | +77.2% |
| YTD | +141.9% | -15.4% | +157.3% | +141.7% |
| 1Y | +120.9% | -16.7% | +137.6% | +139.7% |
| All | +120.9% | -17.2% | +138.1% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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