+453.7%
MP vs TNA
+175.1%
+278.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.2% |
| 7D | +3.0% | +4.1% | -1.0% | +1.0% |
| 30D | +8.3% | -7.6% | +16.0% | +12.8% |
| 3M | -3.8% | +8.1% | -11.9% | -7.5% |
| 6M | -4.9% | +49.0% | -53.9% | -22.0% |
| YTD | +9.6% | +51.7% | -42.1% | -11.1% |
| 1Y | -11.7% | +59.6% | -71.3% | -30.9% |
| 3Y | +158.5% | +118.9% | +39.6% | +48.7% |
| 5Y | +68.9% | -19.2% | +88.1% | +43.0% |
| All | +453.7% | +175.1% | +278.6% | +228.2% |
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