-34.6%
MP vs TPR
+20.9%
-55.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.5% | -8.6% | -5.9% |
| 7D | -12.5% | +12.6% | -25.2% | -15.0% |
| 30D | -23.3% | +7.1% | -30.5% | -24.6% |
| 3M | -24.4% | -19.4% | -5.0% | -20.6% |
| 6M | -45.8% | -9.7% | -36.0% | -45.9% |
| YTD | -28.9% | -1.0% | -27.9% | -31.5% |
| 1Y | -34.6% | +19.3% | -53.9% | -45.4% |
| All | -34.6% | +20.9% | -55.5% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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