+254.1%
MP vs TE
-75.9%
+330.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +4.2% |
| 7D | -10.5% | -12.6% | +2.1% | -8.2% |
| 30D | -23.5% | -36.7% | +13.2% | -16.3% |
| 3M | -25.4% | -57.5% | +32.0% | -12.1% |
| 6M | -51.3% | -55.2% | +4.0% | -45.3% |
| YTD | -29.9% | -64.7% | +34.8% | -19.4% |
| 1Y | -31.8% | -35.9% | +4.0% | -31.3% |
| 3Y | +127.0% | -31.8% | +158.8% | +76.9% |
| 5Y | -3.3% | -79.4% | +76.2% | -0.4% |
| All | +254.1% | -75.9% | +330.0% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling