+163.8%
MPC vs TT
+89.7%
+74.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | -16.2% | -2.0% | -14.2% | -15.9% |
| 30D | -15.7% | -14.0% | -1.7% | -14.1% |
| 3M | +24.9% | -15.9% | +40.8% | +27.6% |
| 6M | +52.7% | -17.3% | +70.0% | +56.2% |
| YTD | +131.9% | +4.0% | +127.9% | +124.0% |
| 1Y | +96.6% | -7.1% | +103.8% | +95.4% |
| 3Y | +163.8% | +90.2% | +73.5% | +134.1% |
| All | +163.8% | +89.7% | +74.1% | +134.1% |
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