+104.7%
MPC vs TPR
+28.7%
+76.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.1% |
| 7D | +2.6% | +6.4% | -3.8% | +3.9% |
| 30D | -12.2% | +13.8% | -26.0% | -9.9% |
| 3M | +20.1% | -16.6% | +36.7% | +16.9% |
| 6M | +60.6% | +0.7% | +59.9% | +61.1% |
| YTD | +150.6% | +5.3% | +145.2% | +150.9% |
| 1Y | +104.7% | +32.4% | +72.3% | +90.4% |
| All | +104.7% | +28.7% | +76.0% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling