+65.9%
MP vs TDG
+135.7%
-69.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.4% |
| 7D | +3.0% | -0.9% | +4.0% | +3.6% |
| 30D | +8.3% | -6.5% | +14.9% | +12.7% |
| 3M | -3.8% | -5.1% | +1.2% | -1.6% |
| 6M | -4.9% | -11.5% | +6.6% | +1.0% |
| YTD | +9.6% | -13.9% | +23.5% | +16.9% |
| 1Y | -11.7% | -11.5% | -0.3% | -7.4% |
| 3Y | +158.5% | +53.7% | +104.8% | +67.7% |
| All | +65.9% | +135.7% | -69.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling