-43.2%
MP vs TGT
+83.3%
-126.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.8% | +2.6% |
| 7D | -3.6% | +4.8% | -8.4% | -4.3% |
| 30D | -21.0% | +5.3% | -26.3% | -21.7% |
| 3M | -33.3% | +7.2% | -40.5% | -34.1% |
| 6M | -45.9% | +31.4% | -77.3% | -49.3% |
| YTD | -27.8% | +70.1% | -97.9% | -34.7% |
| 1Y | -43.2% | +85.5% | -128.7% | -47.1% |
| All | -43.2% | +83.3% | -126.5% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling