+938.9%
TMO vs MPC
+2,977.1%
-2,038.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.4% | +5.4% | -6.8% | -2.3% |
| 30D | +6.2% | +31.0% | -24.7% | +1.2% |
| 3M | +27.5% | +46.0% | -18.6% | +18.7% |
| 6M | +20.0% | +77.3% | -57.4% | +7.4% |
| YTD | +6.1% | +141.9% | -135.8% | -10.6% |
| 1Y | +25.8% | +120.9% | -95.1% | +7.6% |
| 3Y | +11.2% | +182.7% | -171.5% | -10.5% |
| 5Y | +9.6% | +646.4% | -636.9% | -27.5% |
| 10Y | +317.8% | +1,138.7% | -821.0% | +125.1% |
| All | +938.9% | +2,977.1% | -2,038.2% | +267.3% |
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