+1,135.3%
MPC vs TT
+748.9%
+386.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.5% | +2.9% |
| 7D | +2.6% | +3.5% | -0.9% | +0.7% |
| 30D | -12.2% | -11.0% | -1.2% | -6.9% |
| 3M | +20.1% | -12.0% | +32.1% | +27.7% |
| 6M | +60.6% | -10.4% | +71.0% | +66.8% |
| YTD | +150.6% | +9.9% | +140.7% | +126.7% |
| 1Y | +104.7% | +1.5% | +103.2% | +93.9% |
| 3Y | +194.5% | +93.7% | +100.8% | +72.8% |
| 5Y | +582.3% | +139.2% | +443.0% | +224.8% |
| 10Y | +1,135.3% | +741.5% | +393.8% | +121.7% |
| All | +1,135.3% | +748.9% | +386.4% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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