+642.2%
MPC vs TSN
-22.4%
+664.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +5.4% | -6.3% | +11.8% | +6.7% |
| 30D | +31.0% | -10.8% | +41.8% | +33.7% |
| 3M | +46.0% | -8.8% | +54.8% | +48.1% |
| 6M | +77.3% | -16.8% | +94.1% | +82.7% |
| YTD | +141.9% | -10.0% | +151.9% | +144.2% |
| 1Y | +120.9% | -5.3% | +126.2% | +120.0% |
| 3Y | +182.7% | +8.5% | +174.2% | +168.0% |
| All | +642.2% | -22.4% | +664.6% | +648.7% |
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 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