+761.8%
MPC vs TXG
+9.8%
+752.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -16.2% | -15.4% | -0.7% | -15.2% |
| 30D | -15.7% | -22.1% | +6.4% | -14.4% |
| 3M | +24.9% | +30.0% | -5.1% | +20.8% |
| 6M | +52.7% | +160.7% | -108.0% | +38.0% |
| YTD | +131.9% | +263.5% | -131.6% | +101.1% |
| 1Y | +96.6% | +356.0% | -259.4% | +66.0% |
| 3Y | +163.8% | +53.4% | +110.4% | +135.5% |
| 5Y | +533.1% | -66.7% | +599.8% | +547.0% |
| All | +761.8% | +9.8% | +752.0% | +516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling