+163.8%
MPC vs TNA
+105.1%
+58.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | -16.2% | -7.0% | -9.2% | -15.4% |
| 30D | -15.7% | -6.4% | -9.3% | -15.2% |
| 3M | +24.9% | -25.7% | +50.6% | +30.3% |
| 6M | +52.7% | -19.7% | +72.4% | +55.8% |
| YTD | +131.9% | +18.3% | +113.6% | +115.8% |
| 1Y | +96.6% | +24.6% | +72.1% | +80.0% |
| 3Y | +163.8% | +112.8% | +51.0% | +93.3% |
| All | +163.8% | +105.1% | +58.7% | +93.3% |
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