-15.1%
MP vs TFC
-2.5%
-12.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.5% |
| 7D | -10.5% | +1.2% | -11.7% | -11.4% |
| 30D | -23.5% | +8.3% | -31.9% | -27.5% |
| 3M | -25.4% | -5.2% | -20.3% | -23.3% |
| 6M | -51.3% | -0.8% | -50.5% | -51.9% |
| YTD | -29.9% | +3.4% | -33.4% | -33.1% |
| 1Y | -31.8% | +17.0% | -48.8% | -40.2% |
| 3Y | +127.0% | +86.2% | +40.8% | +39.7% |
| All | -15.1% | -2.5% | -12.5% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling