+254.1%
MP vs TPR
+1,024.1%
-770.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.4% |
| 7D | -10.5% | +14.2% | -24.7% | -16.6% |
| 30D | -23.5% | +17.1% | -40.6% | -29.6% |
| 3M | -25.4% | -17.7% | -7.7% | -19.9% |
| 6M | -51.3% | -10.2% | -41.1% | -50.6% |
| YTD | -29.9% | +4.9% | -34.8% | -35.2% |
| 1Y | -31.8% | +36.1% | -68.0% | -45.1% |
| 3Y | +127.0% | +416.5% | -289.5% | -21.1% |
| 5Y | -3.3% | +254.8% | -258.1% | -60.2% |
| All | +254.1% | +1,024.1% | -770.0% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling