-40.7%
MP vs TDG
-3.1%
-37.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.2% |
| 7D | +2.3% | +2.3% | 0.0% | +1.5% |
| 30D | -15.3% | +11.2% | -26.5% | -18.3% |
| 3M | -33.5% | +0.2% | -33.7% | -33.5% |
| 6M | -45.5% | +3.9% | -49.4% | -46.3% |
| YTD | -27.3% | -6.4% | -20.9% | -37.6% |
| 1Y | -40.7% | -3.8% | -36.9% | -50.1% |
| All | -40.7% | -3.1% | -37.6% | -50.1% |
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