+154.6%
MP vs TDG
+53.2%
+101.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -2.9% | -2.0% | -0.8% | -2.2% |
| 30D | +13.8% | -7.4% | +21.2% | +16.7% |
| 3M | -16.7% | -5.4% | -11.3% | -15.4% |
| 6M | -11.5% | -11.6% | +0.1% | -8.5% |
| YTD | +7.9% | -12.6% | +20.6% | +10.8% |
| 1Y | -15.0% | -9.3% | -5.7% | -13.7% |
| All | +154.6% | +53.2% | +101.4% | +106.1% |
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 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