-15.5%
MP vs TPG
+78.3%
-93.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +9.5% | +5.0% | +4.4% | +6.7% |
| 30D | -3.0% | +15.7% | -18.7% | -10.8% |
| 3M | -30.4% | -10.6% | -19.8% | -26.7% |
| 6M | -39.2% | +15.9% | -55.1% | -44.9% |
| YTD | -23.3% | -20.6% | -2.7% | -15.7% |
| 1Y | -32.6% | -11.8% | -20.9% | -30.8% |
| 3Y | +159.3% | +71.6% | +87.7% | +60.2% |
| All | -15.5% | +78.3% | -93.9% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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