+18.3%
MP vs TPG
+78.6%
-60.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | +0.2% |
| 7D | -0.7% | -6.5% | +5.8% | +2.8% |
| 30D | -0.7% | +0.1% | -0.7% | -1.2% |
| 3M | 0.0% | +14.5% | -14.5% | -8.0% |
| 6M | -10.0% | +17.3% | -27.3% | -19.1% |
| YTD | +7.5% | -20.5% | +28.0% | +18.6% |
| 1Y | -14.0% | -13.2% | -0.8% | -10.9% |
| 3Y | +153.5% | +87.7% | +65.8% | +47.8% |
| All | +18.3% | +78.6% | -60.3% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling