+287.6%
MP vs TGT
+60.7%
+226.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +9.5% | +2.6% | +6.8% | +8.4% |
| 30D | -3.0% | +4.7% | -7.7% | -4.9% |
| 3M | -30.4% | +4.6% | -34.9% | -31.9% |
| 6M | -39.2% | +34.9% | -74.0% | -46.9% |
| YTD | -23.3% | +70.9% | -94.2% | -39.2% |
| 1Y | -32.6% | +84.4% | -117.0% | -48.5% |
| 3Y | +159.3% | +69.1% | +90.1% | +91.9% |
| 5Y | -16.4% | -26.9% | +10.5% | -13.8% |
| All | +287.6% | +60.7% | +226.9% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling