+117.2%
MPC vs TXG
+406.9%
-289.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -8.0% |
| 7D | -10.9% | -19.3% | +8.3% | -11.4% |
| 30D | -9.4% | -30.9% | +21.5% | -9.9% |
| 3M | +26.0% | +41.1% | -15.1% | +27.1% |
| 6M | +56.5% | +211.9% | -155.4% | +63.2% |
| YTD | +144.3% | +314.0% | -169.7% | +148.9% |
| 1Y | +117.2% | +405.4% | -288.2% | +122.7% |
| All | +117.2% | +406.9% | -289.7% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling