+697.9%
MPC vs TW
+291.9%
+405.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -8.8% | +3.1% | -12.0% | -9.6% |
| 30D | -14.4% | +16.7% | -31.1% | -17.7% |
| 3M | +21.9% | +25.2% | -3.2% | +15.0% |
| 6M | +60.1% | +19.5% | +40.7% | +52.1% |
| YTD | +142.3% | +21.0% | +121.3% | +127.9% |
| 1Y | +101.7% | +19.0% | +82.7% | +90.5% |
| 3Y | +184.8% | +40.7% | +144.1% | +148.4% |
| 5Y | +564.6% | +40.1% | +524.5% | +470.8% |
| All | +697.9% | +291.9% | +405.9% | +361.0% |
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