+173.4%
MPC vs TNA
+117.6%
+55.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +31.0% | -4.9% | +35.9% | +31.9% |
| 3M | +46.0% | +0.4% | +45.6% | +45.0% |
| 6M | +77.3% | +32.5% | +44.8% | +64.9% |
| YTD | +141.9% | +53.7% | +88.2% | +117.3% |
| 1Y | +120.9% | +65.1% | +55.8% | +93.3% |
| All | +173.4% | +117.6% | +55.9% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling