+534.5%
MPC vs TXG
-66.4%
+600.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -16.2% | -15.4% | -0.7% | -15.4% |
| 30D | -15.7% | -22.1% | +6.4% | -14.8% |
| 3M | +24.9% | +30.0% | -5.1% | +21.8% |
| 6M | +52.7% | +160.7% | -108.0% | +41.6% |
| YTD | +131.9% | +263.5% | -131.6% | +108.2% |
| 1Y | +96.6% | +356.0% | -259.4% | +72.8% |
| 3Y | +163.8% | +53.4% | +110.4% | +138.3% |
| All | +534.5% | -66.4% | +600.8% | +496.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling