+453.7%
MP vs TEL
+181.6%
+272.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +3.1% |
| 7D | +3.0% | -1.4% | +4.5% | +4.1% |
| 30D | +8.3% | -4.9% | +13.2% | +12.8% |
| 3M | -3.8% | +0.1% | -3.9% | -5.2% |
| 6M | -4.9% | +0.4% | -5.3% | -7.9% |
| YTD | +9.6% | -8.9% | +18.5% | +14.0% |
| 1Y | -11.7% | -0.3% | -11.4% | -16.5% |
| 3Y | +158.5% | +67.6% | +90.9% | +37.7% |
| 5Y | +68.9% | +50.7% | +18.2% | +2.7% |
| All | +453.7% | +181.6% | +272.1% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling