+2,968.0%
MPC vs TPR
+238.3%
+2,729.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -16.2% | +14.2% | -30.4% | -20.2% |
| 30D | -15.7% | +17.1% | -32.8% | -20.6% |
| 3M | +24.9% | -17.7% | +42.6% | +31.3% |
| 6M | +52.7% | -10.2% | +62.8% | +53.6% |
| YTD | +131.9% | +4.9% | +126.9% | +117.1% |
| 1Y | +96.6% | +36.1% | +60.5% | +66.5% |
| 3Y | +163.8% | +416.5% | -252.7% | +24.8% |
| 5Y | +533.1% | +254.8% | +278.3% | +226.0% |
| 10Y | +1,118.6% | +391.7% | +726.9% | +367.2% |
| All | +2,968.0% | +238.3% | +2,729.7% | +1,118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling