+601.4%
MPC vs TSN
-16.4%
+617.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | +9.4% | -1.4% | +10.8% | +9.7% |
| 30D | -13.4% | +10.2% | -23.6% | -15.1% |
| 3M | +18.9% | +7.2% | +11.7% | +17.1% |
| 6M | +64.9% | -10.6% | +75.5% | +68.1% |
| YTD | +156.8% | +3.7% | +153.1% | +152.1% |
| 1Y | +113.2% | +13.5% | +99.7% | +104.7% |
| 3Y | +201.8% | +40.1% | +161.7% | +170.9% |
| 5Y | +601.4% | -14.5% | +615.8% | +587.8% |
| All | +601.4% | -16.4% | +617.8% | +587.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling