+1,171.8%
MPC vs TT
+725.1%
+446.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +1.2% |
| 7D | +11.2% | +4.0% | +7.2% | +8.9% |
| 30D | -14.5% | -11.3% | -3.2% | -9.2% |
| 3M | +16.7% | -12.3% | +29.0% | +24.3% |
| 6M | +67.6% | -10.8% | +78.4% | +74.4% |
| YTD | +157.9% | +8.2% | +149.8% | +135.3% |
| 1Y | +116.7% | +1.5% | +115.2% | +105.0% |
| 3Y | +199.8% | +91.5% | +108.3% | +76.8% |
| 5Y | +604.4% | +130.2% | +474.2% | +245.0% |
| All | +1,171.8% | +725.1% | +446.7% | +126.7% |
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