+494.7%
MPC vs TPG
+71.4%
+423.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -0.9% |
| 7D | +1.2% | -11.8% | +13.0% | +4.0% |
| 30D | +17.0% | -6.3% | +23.2% | +18.4% |
| 3M | +49.5% | +13.6% | +35.9% | +44.5% |
| 6M | +83.5% | +13.8% | +69.7% | +76.1% |
| YTD | +144.1% | -23.7% | +167.8% | +157.8% |
| 1Y | +119.6% | -18.2% | +137.8% | +126.6% |
| 3Y | +168.1% | +80.1% | +87.9% | +122.2% |
| All | +494.7% | +71.4% | +423.3% | +375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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