+1,094.5%
MPC vs TPR
+387.0%
+707.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -8.8% | +12.1% | -20.9% | -12.5% |
| 30D | -14.4% | +16.7% | -31.1% | -19.1% |
| 3M | +21.9% | -17.4% | +39.3% | +28.0% |
| 6M | +60.1% | +2.3% | +57.8% | +54.5% |
| YTD | +142.3% | +7.1% | +135.2% | +125.4% |
| 1Y | +101.7% | +29.5% | +72.2% | +74.2% |
| 3Y | +184.8% | +415.0% | -230.3% | +33.2% |
| 5Y | +564.6% | +261.5% | +303.1% | +236.2% |
| All | +1,094.5% | +387.0% | +707.5% | +361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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