-37.3%
MP vs TNA
+23.7%
-61.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +5.1% |
| 7D | +11.0% | +7.7% | +3.3% | +5.5% |
| 30D | -11.7% | -0.7% | -11.0% | -12.4% |
| 3M | -30.8% | -25.4% | -5.4% | -16.9% |
| 6M | -42.9% | -11.8% | -31.1% | -39.0% |
| YTD | -25.9% | +23.9% | -49.8% | -36.7% |
| 1Y | -37.3% | +25.6% | -62.9% | -46.4% |
| All | -37.3% | +23.7% | -61.0% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling