+159.6%
MP vs TEM
+90.1%
+69.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.0% | -3.0% | +3.5% |
| 7D | -10.5% | +5.3% | -15.8% | -11.4% |
| 30D | -23.5% | +8.1% | -31.6% | -24.7% |
| 3M | -25.4% | +64.9% | -90.3% | -32.7% |
| 6M | -51.3% | +42.1% | -93.4% | -55.2% |
| YTD | -29.9% | +28.8% | -58.7% | -34.8% |
| 1Y | -31.8% | +5.5% | -37.3% | -34.8% |
| All | +159.6% | +90.1% | +69.5% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling