-34.6%
MP vs TDG
-5.9%
-28.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.3% |
| 7D | -12.5% | +7.1% | -19.6% | -14.6% |
| 30D | -23.3% | +11.4% | -34.7% | -26.3% |
| 3M | -24.4% | -4.6% | -19.8% | -23.1% |
| 6M | -45.8% | +5.8% | -51.6% | -47.2% |
| YTD | -28.9% | -8.5% | -20.4% | -37.9% |
| 1Y | -34.6% | -5.8% | -28.8% | -43.2% |
| All | -34.6% | -5.9% | -28.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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