+117.2%
MPC vs TSN
+19.9%
+97.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.4% | -13.5% | -7.8% |
| 7D | -10.9% | +8.4% | -19.3% | -10.6% |
| 30D | -9.4% | +16.1% | -25.5% | -9.1% |
| 3M | +26.0% | +3.2% | +22.8% | +26.3% |
| 6M | +56.5% | -11.1% | +67.6% | +58.3% |
| YTD | +144.3% | +5.1% | +139.2% | +138.5% |
| 1Y | +117.2% | +19.4% | +97.8% | +104.8% |
| All | +117.2% | +19.9% | +97.3% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling