+807.3%
MPC vs TXG
+22.9%
+784.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | +1.2% | +5.0% | -3.8% | +0.8% |
| 30D | +17.0% | +13.5% | +3.5% | +15.5% |
| 3M | +49.5% | +128.0% | -78.6% | +38.4% |
| 6M | +83.5% | +224.4% | -140.9% | +63.2% |
| YTD | +144.1% | +307.0% | -162.9% | +111.6% |
| 1Y | +119.6% | +427.2% | -307.7% | +84.0% |
| 3Y | +168.1% | +40.2% | +127.9% | +143.6% |
| 5Y | +671.3% | -64.0% | +735.4% | +689.5% |
| All | +807.3% | +22.9% | +784.4% | +548.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling