+15.3%
TMO vs MPC
+586.3%
-571.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.5% |
| 7D | +1.6% | +2.6% | -1.0% | +1.3% |
| 30D | +8.4% | -12.2% | +20.6% | +10.1% |
| 3M | +18.7% | +20.1% | -1.4% | +15.1% |
| 6M | +58.9% | +60.6% | -1.7% | +46.6% |
| YTD | +24.2% | +150.6% | -126.4% | +4.8% |
| 1Y | +22.8% | +104.7% | -81.8% | +7.7% |
| 3Y | +61.6% | +194.5% | -132.9% | +29.4% |
| 5Y | +15.3% | +582.3% | -567.0% | -12.9% |
| All | +15.3% | +586.3% | -571.0% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling