+159.3%
MP vs TNA
+138.6%
+20.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +9.5% | +3.7% | +5.7% | +7.4% |
| 30D | -3.0% | +4.4% | -7.4% | -5.5% |
| 3M | -30.4% | -26.7% | -3.7% | -19.8% |
| 6M | -39.2% | -12.8% | -26.4% | -35.5% |
| YTD | -23.3% | +22.7% | -45.9% | -30.0% |
| 1Y | -32.6% | +35.7% | -68.3% | -41.2% |
| 3Y | +159.3% | +134.6% | +24.7% | +40.2% |
| All | +159.3% | +138.6% | +20.7% | +40.2% |
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 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