+267.3%
MP vs TE
-78.2%
+345.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | +2.3% | -22.0% | +24.3% | +7.5% |
| 30D | -15.3% | -33.6% | +18.4% | -8.3% |
| 3M | -33.5% | -61.1% | +27.6% | -20.1% |
| 6M | -45.5% | -64.7% | +19.2% | -35.6% |
| YTD | -27.3% | -68.1% | +40.8% | -14.7% |
| 1Y | -40.7% | -51.7% | +11.0% | -36.9% |
| 3Y | +145.9% | +42.0% | +103.9% | +60.8% |
| 5Y | -13.9% | -80.8% | +66.9% | -9.8% |
| All | +267.3% | -78.2% | +345.5% | +279.0% |
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 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