+58.1%
MP vs TE
-47.8%
+106.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -2.9% | -4.0% | +1.1% | -2.1% |
| 30D | +13.8% | -15.9% | +29.7% | +17.5% |
| 3M | -16.7% | -60.5% | +43.9% | -1.0% |
| 6M | -11.5% | -35.2% | +23.7% | -9.0% |
| YTD | +7.9% | -31.1% | +39.1% | +8.8% |
| 1Y | -15.0% | +148.6% | -163.7% | -38.6% |
| 3Y | +153.5% | -26.4% | +179.9% | +111.5% |
| All | +58.1% | -47.8% | +106.0% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling