+1,115.7%
TMO vs MPC
+3,087.4%
-1,971.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.7% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | +8.4% | -12.2% | +20.6% | +10.6% |
| 3M | +18.7% | +20.1% | -1.4% | +14.4% |
| 6M | +58.9% | +60.6% | -1.7% | +44.8% |
| YTD | +24.2% | +150.6% | -126.4% | +3.6% |
| 1Y | +22.8% | +104.7% | -81.8% | +6.3% |
| 3Y | +61.6% | +194.5% | -132.9% | +28.8% |
| 5Y | +15.3% | +582.3% | -567.0% | -22.5% |
| 10Y | +388.1% | +1,135.3% | -747.1% | +163.5% |
| All | +1,115.7% | +3,087.4% | -1,971.7% | +325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling