+104.7%
MPC vs TLN
-1.4%
+106.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.4% | +3.5% |
| 7D | +2.6% | +15.9% | -13.3% | +3.1% |
| 30D | -12.2% | -0.3% | -11.9% | -12.4% |
| 3M | +20.1% | +5.8% | +14.3% | +20.3% |
| 6M | +60.6% | -1.2% | +61.8% | +61.0% |
| YTD | +150.6% | +1.0% | +149.5% | +152.8% |
| 1Y | +104.7% | +1.1% | +103.5% | +108.9% |
| All | +104.7% | -1.4% | +106.1% | +108.9% |
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