-6.1%
MP vs TDY
+47.5%
-53.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | -1.2% |
| 7D | -3.6% | -2.6% | -1.0% | -1.2% |
| 30D | -21.0% | +5.3% | -26.3% | -24.7% |
| 3M | -33.3% | -6.4% | -26.9% | -29.1% |
| 6M | -45.9% | +4.0% | -49.9% | -48.0% |
| YTD | -27.8% | +26.5% | -54.3% | -41.6% |
| 1Y | -43.2% | +24.2% | -67.4% | -53.3% |
| 3Y | +144.0% | +68.8% | +75.3% | +45.4% |
| 5Y | -6.1% | +45.9% | -52.0% | -32.5% |
| All | -6.1% | +47.5% | -53.6% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling