-34.6%
MP vs TRI
-22.4%
-12.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.4% | -11.5% | -4.3% |
| 7D | -12.5% | +1.0% | -13.5% | -12.3% |
| 30D | -23.3% | +20.8% | -44.1% | -21.9% |
| 3M | -24.4% | +8.1% | -32.5% | -23.7% |
| 6M | -45.8% | +24.2% | -69.9% | -43.8% |
| YTD | -28.9% | -7.8% | -21.1% | -32.4% |
| 1Y | -34.6% | -16.7% | -17.9% | -38.3% |
| All | -34.6% | -22.4% | -12.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling