+167.0%
MPC vs TPR
+412.6%
-245.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.1% | -11.0% | -4.3% |
| 7D | -12.8% | +13.9% | -26.6% | -13.4% |
| 30D | -12.7% | +14.9% | -27.7% | -13.5% |
| 3M | +27.1% | -15.4% | +42.5% | +28.4% |
| 6M | +45.8% | -4.5% | +50.3% | +45.1% |
| YTD | +134.7% | +6.0% | +128.7% | +128.4% |
| 1Y | +106.0% | +24.3% | +81.7% | +94.3% |
| All | +167.0% | +412.6% | -245.6% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling