+131.7%
MP vs TDG
+48.2%
+83.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.7% |
| 7D | -10.5% | +4.4% | -14.9% | -11.9% |
| 30D | -23.5% | +9.2% | -32.7% | -25.9% |
| 3M | -25.4% | -5.2% | -20.3% | -24.2% |
| 6M | -51.3% | -2.9% | -48.3% | -50.9% |
| YTD | -29.9% | -10.0% | -19.9% | -28.9% |
| 1Y | -31.8% | -5.9% | -26.0% | -31.9% |
| All | +131.7% | +48.2% | +83.6% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling