+24.5%
TMO vs MPC
+120.8%
-96.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.2% |
| 7D | -0.6% | +1.8% | -2.5% | -0.5% |
| 30D | +1.1% | +14.0% | -12.9% | +2.0% |
| 3M | +28.3% | +52.2% | -23.9% | +31.3% |
| 6M | +23.3% | +75.8% | -52.5% | +26.2% |
| YTD | +5.5% | +146.3% | -140.8% | +5.6% |
| 1Y | +24.5% | +120.8% | -96.3% | +28.9% |
| All | +24.5% | +120.8% | -96.3% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling