+2,968.0%
MPC vs TNA
+207.0%
+2,761.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.1% |
| 7D | -16.2% | -7.0% | -9.2% | -14.6% |
| 30D | -15.7% | -6.4% | -9.3% | -14.7% |
| 3M | +24.9% | -25.7% | +50.6% | +35.5% |
| 6M | +52.7% | -19.7% | +72.4% | +58.5% |
| YTD | +131.9% | +18.3% | +113.6% | +105.4% |
| 1Y | +96.6% | +24.6% | +72.1% | +69.7% |
| 3Y | +163.8% | +112.8% | +51.0% | +63.0% |
| 5Y | +533.1% | -49.5% | +582.6% | +462.9% |
| 10Y | +1,118.6% | +76.4% | +1,042.3% | +414.4% |
| All | +2,968.0% | +207.0% | +2,761.0% | +773.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling