+280.8%
MPC vs TLN
+583.6%
-302.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.1% |
| 7D | +5.4% | +7.1% | -1.6% | +5.0% |
| 30D | +31.0% | -3.9% | +34.9% | +31.1% |
| 3M | +46.0% | -16.2% | +62.2% | +47.1% |
| 6M | +77.3% | -5.8% | +83.1% | +76.3% |
| YTD | +141.9% | -15.4% | +157.3% | +141.9% |
| 1Y | +120.9% | -16.7% | +137.6% | +120.7% |
| 3Y | +182.7% | +473.8% | -291.1% | +118.1% |
| All | +280.8% | +583.6% | -302.8% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling