+147.4%
MP vs TEM
+76.1%
+71.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.9% | +0.8% | -4.8% |
| 7D | -19.0% | -9.5% | -9.5% | -17.6% |
| 30D | -30.5% | -2.2% | -28.3% | -30.3% |
| 3M | -29.6% | +50.8% | -80.4% | -35.4% |
| 6M | -50.4% | +30.3% | -80.7% | -53.7% |
| YTD | -33.2% | +19.3% | -52.5% | -37.0% |
| 1Y | -38.6% | -14.4% | -24.2% | -39.4% |
| All | +147.4% | +76.1% | +71.3% | +94.0% |
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