+1,116.6%
MPC vs TSN
-11.8%
+1,128.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +5.4% | -6.3% | +11.8% | +7.9% |
| 30D | +31.0% | -10.8% | +41.8% | +36.3% |
| 3M | +46.0% | -8.8% | +54.8% | +50.1% |
| 6M | +77.3% | -16.8% | +94.1% | +87.8% |
| YTD | +141.9% | -10.0% | +151.9% | +147.4% |
| 1Y | +120.9% | -5.3% | +126.2% | +120.4% |
| 3Y | +182.7% | +8.5% | +174.2% | +160.0% |
| 5Y | +646.4% | -22.9% | +669.4% | +678.6% |
| All | +1,116.6% | -11.8% | +1,128.4% | +1,044.7% |
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