+663.4%
MPC vs TW
+286.2%
+377.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -16.2% | +4.2% | -20.4% | -17.1% |
| 30D | -15.7% | +18.9% | -34.6% | -19.4% |
| 3M | +24.9% | +23.8% | +1.1% | +18.2% |
| 6M | +52.7% | +17.0% | +35.6% | +45.7% |
| YTD | +131.9% | +19.2% | +112.6% | +118.9% |
| 1Y | +96.6% | +20.1% | +76.5% | +85.1% |
| 3Y | +163.8% | +40.5% | +123.3% | +129.9% |
| 5Y | +533.1% | +38.0% | +495.1% | +445.9% |
| All | +663.4% | +286.2% | +377.2% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling