+158.5%
MP vs TKO
+104.9%
+53.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | 0.0% |
| 7D | +3.0% | +7.2% | -4.1% | +0.8% |
| 30D | +8.3% | +4.7% | +3.6% | +6.7% |
| 3M | -3.8% | -3.2% | -0.6% | -3.5% |
| 6M | -4.9% | -2.9% | -2.0% | -5.0% |
| YTD | +9.6% | -5.8% | +15.4% | +10.3% |
| 1Y | -11.7% | -1.1% | -10.7% | -13.0% |
| 3Y | +158.5% | +111.1% | +47.4% | +89.9% |
| All | +158.5% | +104.9% | +53.6% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling