+171.7%
MPC vs TXG
+31.6%
+140.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +2.0% |
| 7D | +3.9% | +9.4% | -5.5% | +3.4% |
| 30D | +33.8% | +26.1% | +7.7% | +31.9% |
| 3M | +49.9% | +124.8% | -75.0% | +42.9% |
| 6M | +80.9% | +215.2% | -134.3% | +67.9% |
| YTD | +147.4% | +302.2% | -154.8% | +124.4% |
| 1Y | +123.2% | +370.9% | -247.7% | +98.6% |
| 3Y | +171.7% | +38.5% | +133.2% | +124.7% |
| All | +171.7% | +31.6% | +140.1% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling