+413.2%
MP vs TKO
+354.6%
+58.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -7.1% | -2.6% | -4.5% | -6.3% |
| 3M | -4.0% | -7.8% | +3.8% | -1.8% |
| 6M | -16.7% | -7.0% | -9.6% | -15.4% |
| YTD | +1.6% | -8.5% | +10.1% | +3.1% |
| 1Y | -17.8% | -1.3% | -16.5% | -19.0% |
| 3Y | +139.6% | +105.0% | +34.6% | +76.0% |
| 5Y | +50.5% | +292.9% | -242.5% | -19.4% |
| All | +413.2% | +354.6% | +58.6% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TKO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling