+714.7%
MPC vs TW
+211.4%
+503.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +3.0% |
| 7D | +3.9% | -3.5% | +7.3% | +4.7% |
| 30D | +33.8% | +0.5% | +33.3% | +33.5% |
| 3M | +49.9% | +4.9% | +44.9% | +47.0% |
| 6M | +80.9% | -17.1% | +98.0% | +88.7% |
| YTD | +147.4% | -3.9% | +151.3% | +146.8% |
| 1Y | +123.2% | -13.3% | +136.4% | +128.9% |
| 3Y | +171.7% | +20.9% | +150.8% | +144.6% |
| 5Y | +678.6% | +20.5% | +658.1% | +585.2% |
| All | +714.7% | +211.4% | +503.3% | +399.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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