+101.7%
MPC vs TSN
+12.6%
+89.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | -8.8% | +5.8% | -14.7% | -8.5% |
| 30D | -14.4% | +12.8% | -27.2% | -14.1% |
| 3M | +21.9% | +6.5% | +15.5% | +22.2% |
| 6M | +60.1% | -10.3% | +70.4% | +61.9% |
| YTD | +142.3% | +5.5% | +136.8% | +135.9% |
| 1Y | +101.7% | +15.8% | +85.9% | +90.7% |
| All | +101.7% | +12.6% | +89.1% | +90.7% |
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 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