-11.5%
MP vs TEM
+24.5%
-36.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | +13.8% | +38.4% | -24.6% | +2.3% |
| 3M | -16.7% | +23.7% | -40.3% | -23.7% |
| 6M | -11.5% | +26.0% | -37.5% | -19.6% |
| All | -11.5% | +24.5% | -36.0% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling