+540.9%
MPC vs TPR
+255.9%
+285.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.1% | -11.0% | -4.8% |
| 7D | -12.8% | +13.9% | -26.6% | -14.4% |
| 30D | -12.7% | +14.9% | -27.7% | -14.5% |
| 3M | +27.1% | -15.4% | +42.5% | +29.5% |
| 6M | +45.8% | -4.5% | +50.3% | +44.8% |
| YTD | +134.7% | +6.0% | +128.7% | +127.0% |
| 1Y | +106.0% | +24.3% | +81.7% | +92.2% |
| 3Y | +165.5% | +412.8% | -247.3% | +76.5% |
| 5Y | +540.9% | +258.4% | +282.5% | +355.3% |
| All | +540.9% | +255.9% | +285.0% | +355.3% |
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