-11.5%
MP vs TE
-30.7%
+19.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +17.2% |
| 3M | -16.7% | -60.5% | +43.9% | -7.4% |
| 6M | -11.5% | -35.2% | +23.7% | -6.9% |
| All | -11.5% | -30.7% | +19.2% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling