+267.3%
MP vs TGT
+62.0%
+205.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | -15.3% | +6.7% | -21.9% | -17.6% |
| 3M | -33.5% | +8.4% | -41.9% | -35.9% |
| 6M | -45.5% | +40.7% | -86.2% | -53.2% |
| YTD | -27.3% | +72.2% | -99.5% | -42.6% |
| 1Y | -40.7% | +86.2% | -126.9% | -54.8% |
| 3Y | +145.9% | +68.8% | +77.0% | +82.3% |
| 5Y | -13.9% | -25.2% | +11.3% | -12.0% |
| All | +267.3% | +62.0% | +205.3% | +146.7% |
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