-16.8%
MP vs TDG
+113.2%
-130.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.6% |
| 7D | -10.5% | +4.4% | -14.9% | -12.8% |
| 30D | -23.5% | +9.2% | -32.7% | -27.5% |
| 3M | -25.4% | -5.2% | -20.3% | -23.4% |
| 6M | -51.3% | -2.9% | -48.3% | -51.0% |
| YTD | -29.9% | -10.0% | -19.9% | -27.3% |
| 1Y | -31.8% | -5.9% | -26.0% | -31.2% |
| 3Y | +127.0% | +57.6% | +69.4% | +43.3% |
| All | -16.8% | +113.2% | -130.0% | -61.9% |
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