-34.6%
MP vs TEM
-11.1%
-23.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.3% | -4.1% |
| 7D | -12.5% | -1.3% | -11.2% | -12.3% |
| 30D | -23.3% | -9.5% | -13.8% | -21.6% |
| 3M | -24.4% | +60.7% | -85.1% | -39.3% |
| 6M | -45.8% | +35.5% | -81.2% | -54.1% |
| YTD | -28.9% | +28.0% | -57.0% | -39.0% |
| 1Y | -34.6% | -10.5% | -24.1% | -28.0% |
| All | -34.6% | -11.1% | -23.5% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling