+147.1%
MP vs TLN
+583.6%
-436.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.4% |
| 7D | -2.9% | +7.1% | -9.9% | -4.6% |
| 30D | +13.8% | -3.9% | +17.7% | +14.8% |
| 3M | -16.7% | -16.2% | -0.5% | -13.1% |
| 6M | -11.5% | -5.8% | -5.7% | -10.5% |
| YTD | +7.9% | -15.4% | +23.4% | +10.6% |
| 1Y | -15.0% | -16.7% | +1.6% | -12.6% |
| 3Y | +153.5% | +473.8% | -320.2% | +47.8% |
| All | +147.1% | +583.6% | -436.5% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling