+167.3%
MP vs TEM
+101.4%
+66.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.6% |
| 7D | -3.6% | +3.5% | -7.1% | -4.2% |
| 30D | -21.0% | +13.5% | -34.5% | -22.8% |
| 3M | -33.3% | +46.3% | -79.6% | -38.5% |
| 6M | -45.9% | +61.5% | -107.5% | -51.4% |
| YTD | -27.8% | +36.4% | -64.2% | -33.5% |
| 1Y | -43.2% | +12.2% | -55.4% | -46.2% |
| All | +167.3% | +101.4% | +66.0% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling