+58.1%
MP vs TPR
+239.8%
-181.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -2.3% | -0.5% | -1.7% |
| 30D | +13.8% | -23.0% | +36.8% | +27.3% |
| 3M | -16.7% | -12.5% | -4.2% | -13.3% |
| 6M | -11.5% | -21.4% | +9.9% | -3.2% |
| YTD | +7.9% | -3.5% | +11.4% | +4.8% |
| 1Y | -15.0% | +17.4% | -32.4% | -26.1% |
| 3Y | +153.5% | +291.3% | -137.7% | -1.9% |
| All | +58.1% | +239.8% | -181.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling