-40.7%
MP vs TEM
+10.9%
-51.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | +2.3% | +5.1% | -2.8% | +0.6% |
| 30D | -15.3% | +16.8% | -32.1% | -19.9% |
| 3M | -33.5% | +42.6% | -76.1% | -43.5% |
| 6M | -45.5% | +63.9% | -109.4% | -57.9% |
| YTD | -27.3% | +34.5% | -61.8% | -39.2% |
| 1Y | -40.7% | +11.0% | -51.7% | -41.6% |
| All | -40.7% | +10.9% | -51.6% | -41.6% |
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