+264.6%
MP vs TKO
+379.5%
-114.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +1.4% |
| 7D | -3.6% | +6.4% | -10.0% | -5.8% |
| 30D | -21.0% | +11.9% | -32.9% | -24.1% |
| 3M | -33.3% | +5.6% | -38.9% | -34.7% |
| 6M | -45.9% | +7.5% | -53.4% | -48.0% |
| YTD | -27.8% | -3.5% | -24.3% | -28.2% |
| 1Y | -43.2% | +13.0% | -56.1% | -46.7% |
| 3Y | +144.0% | +157.6% | -13.5% | +66.7% |
| 5Y | -6.1% | +288.2% | -294.3% | -49.9% |
| All | +264.6% | +379.5% | -114.9% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling