+601.0%
MPC vs TW
+41.2%
+559.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +11.2% | +3.9% | +7.3% | +10.8% |
| 30D | -14.5% | +19.9% | -34.4% | -16.3% |
| 3M | +16.7% | +25.9% | -9.3% | +13.6% |
| 6M | +67.6% | +21.1% | +46.4% | +63.7% |
| YTD | +157.9% | +23.9% | +134.0% | +150.7% |
| 1Y | +116.7% | +21.2% | +95.4% | +111.1% |
| 3Y | +199.8% | +44.8% | +155.0% | +182.5% |
| All | +601.0% | +41.2% | +559.8% | +531.3% |
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