+167.0%
MPC vs TT
+85.3%
+81.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.5% | -3.3% |
| 7D | -12.8% | -9.0% | -3.8% | -11.7% |
| 30D | -12.7% | -17.6% | +4.9% | -10.6% |
| 3M | +27.1% | -18.7% | +45.7% | +30.4% |
| 6M | +45.8% | -17.4% | +63.2% | +48.9% |
| YTD | +134.7% | +1.5% | +133.2% | +127.5% |
| 1Y | +106.0% | -9.4% | +115.4% | +105.5% |
| All | +167.0% | +85.3% | +81.7% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling