+52.9%
MP vs TLN
+581.9%
-529.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.8% | -5.2% |
| 7D | -19.0% | -9.4% | -9.6% | -16.8% |
| 30D | -30.5% | -15.2% | -15.2% | -27.4% |
| 3M | -29.6% | -4.1% | -25.4% | -29.2% |
| 6M | -50.4% | -17.8% | -32.6% | -48.3% |
| YTD | -33.2% | -15.6% | -17.6% | -31.9% |
| 1Y | -38.6% | -21.6% | -16.9% | -36.2% |
| 3Y | +105.5% | +497.6% | -392.1% | +17.1% |
| All | +52.9% | +581.9% | -529.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling