+299.8%
MP vs TEM
+61.6%
+238.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +0.9% | -3.8% | -3.0% |
| 30D | +13.8% | +38.4% | -24.6% | +7.0% |
| 3M | -16.7% | +23.7% | -40.3% | -20.6% |
| 6M | -11.5% | +26.0% | -37.5% | -16.3% |
| YTD | +7.9% | +9.4% | -1.5% | +4.3% |
| 1Y | -15.0% | -17.3% | +2.2% | -15.2% |
| All | +299.8% | +61.6% | +238.2% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling