-43.2%
MP vs TE
-49.5%
+6.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.6% | +6.2% | -0.9% |
| 7D | -3.6% | -26.9% | +23.2% | +4.3% |
| 30D | -21.0% | -38.9% | +18.0% | -11.0% |
| 3M | -33.3% | -61.0% | +27.7% | -16.6% |
| 6M | -45.9% | -66.4% | +20.5% | -32.4% |
| YTD | -27.8% | -69.0% | +41.2% | -9.8% |
| 1Y | -43.2% | -54.0% | +10.8% | -36.2% |
| All | -43.2% | -49.5% | +6.3% | -36.2% |
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