+1,079.5%
MPC vs TPR
+383.4%
+696.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -16.2% | +14.2% | -30.4% | -20.1% |
| 30D | -15.7% | +17.1% | -32.8% | -20.5% |
| 3M | +24.9% | -17.7% | +42.6% | +31.2% |
| 6M | +52.7% | -10.2% | +62.8% | +53.6% |
| YTD | +131.9% | +4.9% | +126.9% | +117.1% |
| 1Y | +96.6% | +36.1% | +60.5% | +66.4% |
| 3Y | +163.8% | +416.5% | -252.7% | +22.9% |
| 5Y | +533.1% | +254.8% | +278.3% | +221.9% |
| All | +1,079.5% | +383.4% | +696.1% | +358.2% |
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