+445.3%
MP vs TDY
+90.9%
+354.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.0% |
| 7D | -2.9% | -1.8% | -1.0% | -1.3% |
| 30D | +13.8% | -10.7% | +24.5% | +25.3% |
| 3M | -16.7% | -1.3% | -15.4% | -15.6% |
| 6M | -11.5% | -10.6% | -0.9% | -2.0% |
| YTD | +7.9% | +19.6% | -11.6% | -6.3% |
| 1Y | -15.0% | +11.6% | -26.7% | -21.9% |
| 3Y | +153.5% | +45.2% | +108.3% | +84.4% |
| 5Y | +58.7% | +36.1% | +22.6% | +20.9% |
| All | +445.3% | +90.9% | +354.4% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling