+237.4%
MP vs TPR
+1,035.7%
-798.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.1% | -13.1% | -9.4% |
| 7D | -19.0% | +13.9% | -32.8% | -24.3% |
| 30D | -30.5% | +14.9% | -45.4% | -35.4% |
| 3M | -29.6% | -15.4% | -14.2% | -25.4% |
| 6M | -50.4% | -4.5% | -46.0% | -51.2% |
| YTD | -33.2% | +6.0% | -39.2% | -38.5% |
| 1Y | -38.6% | +24.3% | -62.9% | -48.1% |
| 3Y | +105.5% | +412.8% | -307.3% | -28.2% |
| 5Y | -7.8% | +258.4% | -266.3% | -62.2% |
| All | +237.4% | +1,035.7% | -798.3% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling