+113.2%
MPC vs TPR
+29.9%
+83.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.4% |
| 7D | +9.4% | -1.1% | +10.6% | +9.2% |
| 30D | -13.4% | +15.1% | -28.5% | -11.1% |
| 3M | +18.9% | -13.4% | +32.3% | +16.6% |
| 6M | +64.9% | +1.4% | +63.6% | +65.5% |
| YTD | +156.8% | +4.8% | +152.0% | +156.6% |
| 1Y | +113.2% | +29.2% | +84.0% | +103.2% |
| All | +113.2% | +29.9% | +83.3% | +103.2% |
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 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