-10.9%
MP vs TE
-82.5%
+71.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.2% |
| 7D | +9.5% | -19.1% | +28.5% | +14.3% |
| 30D | -3.0% | -34.1% | +31.2% | +5.4% |
| 3M | -30.4% | -60.1% | +29.8% | -16.2% |
| 6M | -39.2% | -66.0% | +26.8% | -27.2% |
| YTD | -23.3% | -71.4% | +48.1% | -7.5% |
| 1Y | -32.6% | -45.3% | +12.6% | -30.0% |
| 3Y | +159.3% | +9.1% | +150.1% | +76.1% |
| All | -10.9% | -82.5% | +71.6% | +1.3% |
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