+642.2%
MPC vs TW
+23.1%
+619.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +5.4% | -2.3% | +7.8% | +5.7% |
| 30D | +31.0% | +3.9% | +27.0% | +30.4% |
| 3M | +46.0% | +5.7% | +40.3% | +44.8% |
| 6M | +77.3% | -14.5% | +91.8% | +80.6% |
| YTD | +141.9% | -0.9% | +142.8% | +141.3% |
| 1Y | +120.9% | -13.5% | +134.4% | +124.3% |
| 3Y | +182.7% | +25.0% | +157.7% | +169.9% |
| All | +642.2% | +23.1% | +619.1% | +569.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling