-15.1%
MP vs TGT
-26.9%
+11.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | +4.8% |
| 7D | -10.5% | +2.6% | -13.1% | -11.5% |
| 30D | -23.5% | +5.0% | -28.5% | -25.2% |
| 3M | -25.4% | +8.5% | -34.0% | -28.1% |
| 6M | -51.3% | +23.8% | -75.0% | -55.9% |
| YTD | -29.9% | +66.5% | -96.4% | -43.9% |
| 1Y | -31.8% | +84.9% | -116.7% | -47.9% |
| 3Y | +127.0% | +59.2% | +67.8% | +72.2% |
| All | -15.1% | -26.9% | +11.8% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling