+127.0%
MP vs TPR
+407.4%
-280.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.3% |
| 7D | -10.5% | +14.2% | -24.7% | -14.9% |
| 30D | -23.5% | +17.1% | -40.6% | -27.9% |
| 3M | -25.4% | -17.7% | -7.7% | -21.0% |
| 6M | -51.3% | -10.2% | -41.1% | -50.6% |
| YTD | -29.9% | +4.9% | -34.8% | -33.8% |
| 1Y | -31.8% | +36.1% | -68.0% | -42.6% |
| 3Y | +127.0% | +416.5% | -289.5% | -41.2% |
| All | +127.0% | +407.4% | -280.4% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling