+854.5%
MPC vs TXG
+9.4%
+845.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.2% | +2.9% |
| 7D | +9.4% | +1.8% | +7.6% | +9.2% |
| 30D | -13.4% | -17.7% | +4.2% | -12.5% |
| 3M | +18.9% | +2.3% | +16.5% | +17.4% |
| 6M | +64.9% | +182.5% | -117.6% | +48.0% |
| YTD | +156.8% | +262.4% | -105.5% | +122.8% |
| 1Y | +113.2% | +254.1% | -140.9% | +84.9% |
| 3Y | +201.8% | +66.6% | +135.2% | +167.0% |
| 5Y | +601.4% | -64.5% | +665.9% | +609.6% |
| All | +854.5% | +9.4% | +845.1% | +582.3% |
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