-15.0%
MP vs TE
+132.3%
-147.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -2.9% | -4.0% | +1.1% | -2.2% |
| 30D | +13.8% | -15.9% | +29.7% | +17.1% |
| 3M | -16.7% | -60.5% | +43.9% | -4.1% |
| 6M | -11.5% | -35.2% | +23.7% | -7.6% |
| YTD | +7.9% | -31.1% | +39.1% | +12.0% |
| 1Y | -15.0% | +148.6% | -163.7% | -13.0% |
| All | -15.0% | +132.3% | -147.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling