+264.6%
MP vs TEL
+199.1%
+65.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | -1.7% |
| 7D | -3.6% | -0.9% | -2.7% | -2.9% |
| 30D | -21.0% | -0.2% | -20.7% | -20.8% |
| 3M | -33.3% | +2.0% | -35.3% | -35.0% |
| 6M | -45.9% | +6.4% | -52.4% | -49.7% |
| YTD | -27.8% | -3.2% | -24.6% | -29.1% |
| 1Y | -43.2% | -11.2% | -32.0% | -39.3% |
| 3Y | +144.0% | +79.8% | +64.3% | +21.9% |
| 5Y | -6.1% | +46.6% | -52.7% | -41.4% |
| All | +264.6% | +199.1% | +65.5% | +33.3% |
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