+642.2%
MPC vs TPR
+239.8%
+402.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -2.3% | +7.7% | +5.8% |
| 30D | +31.0% | -23.0% | +53.9% | +35.6% |
| 3M | +46.0% | -12.5% | +58.5% | +47.6% |
| 6M | +77.3% | -21.4% | +98.7% | +81.6% |
| YTD | +141.9% | -3.5% | +145.4% | +137.4% |
| 1Y | +120.9% | +17.4% | +103.6% | +106.8% |
| 3Y | +182.7% | +291.3% | -108.6% | +97.0% |
| All | +642.2% | +239.8% | +402.4% | +424.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling