+642.2%
MPC vs TT
+140.2%
+502.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | +31.0% | -7.4% | +38.3% | +32.9% |
| 3M | +46.0% | -3.2% | +49.2% | +46.3% |
| 6M | +77.3% | +1.1% | +76.2% | +74.8% |
| YTD | +141.9% | +15.6% | +126.3% | +130.1% |
| 1Y | +120.9% | +9.2% | +111.7% | +112.9% |
| 3Y | +182.7% | +124.4% | +58.3% | +121.3% |
| All | +642.2% | +140.2% | +502.1% | +450.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling