+116.3%
MP vs TFC
+84.5%
+31.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -4.9% |
| 7D | -19.0% | +1.1% | -20.0% | -19.5% |
| 30D | -30.5% | +7.8% | -38.2% | -33.4% |
| 3M | -29.6% | -4.8% | -24.8% | -27.9% |
| 6M | -50.4% | +1.8% | -52.3% | -51.8% |
| YTD | -33.2% | +4.4% | -37.6% | -36.4% |
| 1Y | -38.6% | +18.0% | -56.5% | -46.1% |
| All | +116.3% | +84.5% | +31.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling