+1,106.2%
MPC vs TSN
+13.2%
+1,093.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | -9.4% | +4.9% | -14.3% | -11.2% |
| 30D | -14.3% | +12.1% | -26.4% | -18.1% |
| 3M | +31.1% | +4.1% | +27.0% | +28.4% |
| 6M | +60.3% | -10.9% | +71.1% | +65.7% |
| YTD | +142.5% | +4.8% | +137.7% | +133.5% |
| 1Y | +104.6% | +17.6% | +86.9% | +87.5% |
| 3Y | +191.7% | +43.2% | +148.5% | +139.2% |
| 5Y | +549.2% | -13.9% | +563.1% | +551.4% |
| 10Y | +1,106.2% | +11.8% | +1,094.4% | +922.1% |
| All | +1,106.2% | +13.2% | +1,093.0% | +922.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling