-37.3%
MP vs TRI
-17.0%
-20.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +11.0% | -7.5% | +18.5% | +10.0% |
| 30D | -11.7% | +3.9% | -15.6% | -11.4% |
| 3M | -30.8% | +7.2% | -38.0% | -30.4% |
| 6M | -42.9% | +27.0% | -69.9% | -41.4% |
| YTD | -25.9% | -14.0% | -11.8% | -29.3% |
| 1Y | -37.3% | -17.7% | -19.6% | -39.5% |
| All | -37.3% | -17.0% | -20.3% | -39.5% |
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