+445.3%
MP vs TKO
+345.9%
+99.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.0% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +13.8% | +1.6% | +12.2% | +13.1% |
| 3M | -16.7% | -7.8% | -8.9% | -14.9% |
| 6M | -11.5% | -13.3% | +1.8% | -7.8% |
| YTD | +7.9% | -10.3% | +18.2% | +10.3% |
| 1Y | -15.0% | -0.6% | -14.4% | -16.5% |
| 3Y | +153.5% | +88.5% | +65.0% | +92.1% |
| 5Y | +58.7% | +284.7% | -226.1% | -14.4% |
| All | +445.3% | +345.9% | +99.4% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling