+2,968.0%
MPC vs TSN
+338.8%
+2,629.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -16.2% | +4.6% | -20.8% | -17.7% |
| 30D | -15.7% | +15.4% | -31.2% | -20.2% |
| 3M | +24.9% | +2.9% | +22.0% | +22.9% |
| 6M | +52.7% | -10.8% | +63.4% | +57.4% |
| YTD | +131.9% | +4.5% | +127.4% | +124.1% |
| 1Y | +96.6% | +19.5% | +77.1% | +80.2% |
| 3Y | +163.8% | +42.2% | +121.6% | +120.9% |
| 5Y | +533.1% | -14.2% | +547.3% | +534.2% |
| 10Y | +1,118.6% | +15.4% | +1,103.3% | +949.3% |
| All | +2,968.0% | +338.8% | +2,629.2% | +1,154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling