+184.8%
MPC vs TLN
+567.0%
-382.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | -8.8% | +1.1% | -9.9% | -8.9% |
| 30D | -14.4% | -4.6% | -9.8% | -14.2% |
| 3M | +21.9% | +5.2% | +16.7% | +21.3% |
| 6M | +60.1% | -6.5% | +66.6% | +60.0% |
| YTD | +142.3% | -3.6% | +146.0% | +140.0% |
| 1Y | +101.7% | -8.2% | +109.9% | +100.6% |
| 3Y | +184.8% | +559.7% | -374.9% | +109.5% |
| All | +184.8% | +567.0% | -382.2% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling