+154.3%
MP vs TNA
+117.6%
+36.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | +13.8% | -4.9% | +18.7% | +16.7% |
| 3M | -16.7% | +0.4% | -17.1% | -16.8% |
| 6M | -11.5% | +32.5% | -44.0% | -22.4% |
| YTD | +7.9% | +53.7% | -45.8% | -11.2% |
| 1Y | -15.0% | +65.1% | -80.1% | -32.7% |
| All | +154.3% | +117.6% | +36.8% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling