+1,171.8%
MPC vs TPR
+364.3%
+807.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +11.2% | -0.3% | +11.5% | +11.3% |
| 30D | -14.5% | +15.1% | -29.6% | -18.9% |
| 3M | +16.7% | +3.5% | +13.2% | +14.4% |
| 6M | +67.6% | +0.4% | +67.1% | +62.6% |
| YTD | +157.9% | +4.6% | +153.3% | +141.7% |
| 1Y | +116.7% | +33.1% | +83.6% | +85.1% |
| 3Y | +199.8% | +396.0% | -196.2% | +42.0% |
| 5Y | +604.4% | +230.3% | +374.1% | +271.0% |
| All | +1,171.8% | +364.3% | +807.5% | +399.3% |
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