+453.7%
MP vs TE
-48.3%
+502.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.0% | -8.5% | -0.5% |
| 7D | +3.0% | +18.2% | -15.2% | -0.6% |
| 30D | +8.3% | -13.5% | +21.8% | +10.9% |
| 3M | -3.8% | -44.6% | +40.7% | +6.3% |
| 6M | -4.9% | -24.7% | +19.8% | -5.3% |
| YTD | +9.6% | -24.3% | +33.9% | +8.3% |
| 1Y | -11.7% | +155.6% | -167.3% | -35.6% |
| 3Y | +158.5% | -18.3% | +176.8% | +106.8% |
| 5Y | +68.9% | -41.3% | +110.2% | +45.9% |
| All | +453.7% | -48.3% | +502.0% | +380.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling