+153.3%
MP vs TPR
+292.1%
-138.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -2.3% | -0.5% | -2.0% |
| 30D | +13.8% | -23.0% | +36.8% | +24.5% |
| 3M | -16.7% | -12.5% | -4.2% | -14.1% |
| 6M | -11.5% | -21.4% | +9.9% | -5.0% |
| YTD | +7.9% | -3.5% | +11.4% | +5.2% |
| 1Y | -15.0% | +17.4% | -32.4% | -24.6% |
| All | +153.3% | +292.1% | -138.8% | -17.1% |
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