+386.6%
TMO vs MPC
+1,171.2%
-784.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.8% | +11.2% | -10.5% | -0.6% |
| 30D | +4.0% | -14.5% | +18.5% | +6.0% |
| 3M | +17.6% | +16.7% | +0.9% | +14.8% |
| 6M | +57.3% | +67.6% | -10.3% | +45.7% |
| YTD | +21.2% | +157.9% | -136.7% | +4.9% |
| 1Y | +21.1% | +116.7% | -95.5% | +7.5% |
| 3Y | +58.8% | +199.8% | -140.9% | +32.9% |
| 5Y | +11.8% | +604.4% | -592.6% | -17.1% |
| All | +386.6% | +1,171.2% | -784.5% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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