-43.2%
MP vs TNA
+26.5%
-69.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.4% | -2.1% |
| 7D | -3.6% | -0.5% | -3.1% | -4.2% |
| 30D | -21.0% | -0.7% | -20.3% | -21.3% |
| 3M | -33.3% | -21.5% | -11.8% | -22.3% |
| 6M | -45.9% | -11.2% | -34.7% | -42.3% |
| YTD | -27.8% | +27.0% | -54.8% | -39.3% |
| 1Y | -43.2% | +28.0% | -71.2% | -52.2% |
| All | -43.2% | +26.5% | -69.7% | -52.2% |
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 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