+127.0%
MP vs TKO
+128.6%
-1.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +4.0% | +4.6% |
| 7D | -10.5% | +5.7% | -16.2% | -12.3% |
| 30D | -23.5% | +6.9% | -30.5% | -25.4% |
| 3M | -25.4% | +2.4% | -27.8% | -26.2% |
| 6M | -51.3% | +1.1% | -52.3% | -52.1% |
| YTD | -29.9% | -7.5% | -22.4% | -29.1% |
| 1Y | -31.8% | +7.2% | -39.0% | -35.2% |
| 3Y | +127.0% | +131.3% | -4.4% | +62.6% |
| All | +127.0% | +128.6% | -1.7% | +62.6% |
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