+169.3%
MP vs TEM
+98.6%
+70.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +2.3% | +5.1% | -2.8% | +1.4% |
| 30D | -15.3% | +16.8% | -32.1% | -17.7% |
| 3M | -33.5% | +42.6% | -76.1% | -38.4% |
| 6M | -45.5% | +63.9% | -109.4% | -51.1% |
| YTD | -27.3% | +34.5% | -61.8% | -32.9% |
| 1Y | -40.7% | +11.0% | -51.7% | -43.7% |
| All | +169.3% | +98.6% | +70.7% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling