-34.6%
MP vs TFC
+20.8%
-55.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.0% | -5.7% |
| 7D | -12.5% | +5.1% | -17.6% | -13.6% |
| 30D | -23.3% | +9.8% | -33.1% | -25.2% |
| 3M | -24.4% | -2.4% | -21.9% | -24.2% |
| 6M | -45.8% | +4.9% | -50.7% | -47.3% |
| YTD | -28.9% | +6.6% | -35.5% | -32.6% |
| 1Y | -34.6% | +21.3% | -55.9% | -46.8% |
| All | -34.6% | +20.8% | -55.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling