+445.3%
MP vs TFC
+77.4%
+367.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.9% | +2.4% | -5.3% | -4.3% |
| 30D | +13.8% | -1.3% | +15.1% | +14.6% |
| 3M | -16.7% | +6.1% | -22.8% | -20.7% |
| 6M | -11.5% | +7.3% | -18.8% | -16.5% |
| YTD | +7.9% | +8.2% | -0.3% | +0.8% |
| 1Y | -15.0% | +14.4% | -29.5% | -23.7% |
| 3Y | +153.5% | +93.7% | +59.8% | +56.8% |
| 5Y | +58.7% | +16.4% | +42.3% | +38.3% |
| All | +445.3% | +77.4% | +367.9% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling