+153.3%
MP vs TGT
+46.3%
+106.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | +0.8% | -3.6% | -3.1% |
| 30D | +13.8% | +12.2% | +1.6% | +9.7% |
| 3M | -16.7% | +33.8% | -50.5% | -24.7% |
| 6M | -11.5% | +39.3% | -50.8% | -21.2% |
| YTD | +7.9% | +72.9% | -64.9% | -10.8% |
| 1Y | -15.0% | +84.6% | -99.6% | -31.8% |
| All | +153.3% | +46.3% | +106.9% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling