+439.0%
MPC vs TSLQ
-97.3%
+536.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -8.0% | +10.2% | +1.9% |
| 7D | +3.9% | -8.6% | +12.4% | +3.5% |
| 30D | +33.8% | -24.9% | +58.6% | +32.0% |
| 3M | +49.9% | -1.5% | +51.4% | +51.0% |
| 6M | +80.9% | -18.1% | +99.0% | +81.2% |
| YTD | +147.4% | -0.1% | +147.5% | +151.6% |
| 1Y | +123.2% | -51.4% | +174.6% | +119.0% |
| 3Y | +171.7% | -95.9% | +267.6% | +151.2% |
| All | +439.0% | -97.3% | +536.3% | +422.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling