+679.9%
MPC vs TXG
-63.6%
+743.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | +3.2% | +9.1% | -5.9% | +2.7% |
| 30D | +25.0% | +14.9% | +10.2% | +23.8% |
| 3M | +55.2% | +120.0% | -64.8% | +47.1% |
| 6M | +86.4% | +221.8% | -135.4% | +71.2% |
| YTD | +148.5% | +312.6% | -164.1% | +123.3% |
| 1Y | +121.7% | +398.4% | -276.7% | +95.1% |
| 3Y | +172.9% | +42.1% | +130.8% | +149.7% |
| 5Y | +679.9% | -63.5% | +743.4% | +607.1% |
| All | +679.9% | -63.6% | +743.5% | +607.1% |
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