+443.0%
MP vs TDY
+86.1%
+356.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.5% |
| 7D | -0.7% | -1.8% | +1.1% | +0.8% |
| 30D | -0.7% | -13.8% | +13.1% | +12.7% |
| 3M | 0.0% | -3.9% | +3.9% | +3.6% |
| 6M | -10.0% | -9.0% | -1.0% | -1.7% |
| YTD | +7.5% | +16.5% | -9.1% | -4.7% |
| 1Y | -14.0% | +9.3% | -23.3% | -19.5% |
| 3Y | +153.5% | +45.1% | +108.4% | +84.6% |
| 5Y | +62.7% | +35.0% | +27.7% | +25.4% |
| All | +443.0% | +86.1% | +356.9% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling