+1,171.8%
MPC vs TNA
+33.3%
+1,138.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | +11.2% | +3.7% | +7.5% | +9.8% |
| 30D | -14.5% | +4.4% | -18.9% | -16.5% |
| 3M | +16.7% | -26.7% | +43.3% | +26.9% |
| 6M | +67.6% | -12.8% | +80.4% | +69.1% |
| YTD | +157.9% | +22.7% | +135.3% | +125.4% |
| 1Y | +116.7% | +35.7% | +81.0% | +81.5% |
| 3Y | +199.8% | +134.6% | +65.2% | +76.6% |
| 5Y | +604.4% | -46.0% | +650.4% | +521.5% |
| All | +1,171.8% | +33.3% | +1,138.4% | +455.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling