+254.1%
MP vs TNA
+114.4%
+139.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.2% | +3.6% |
| 7D | -10.5% | -7.0% | -3.5% | -7.7% |
| 30D | -23.5% | -6.4% | -17.1% | -21.3% |
| 3M | -25.4% | -25.7% | +0.2% | -13.8% |
| 6M | -51.3% | -19.7% | -31.5% | -46.0% |
| YTD | -29.9% | +18.3% | -48.2% | -35.9% |
| 1Y | -31.8% | +24.6% | -56.4% | -39.4% |
| 3Y | +127.0% | +112.8% | +14.2% | +32.2% |
| 5Y | -3.3% | -49.5% | +46.2% | +3.3% |
| All | +254.1% | +114.4% | +139.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling