+159.3%
MP vs TRI
-10.1%
+169.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | -2.9% | +12.4% | +9.4% |
| 30D | -3.0% | +3.7% | -6.7% | -3.4% |
| 3M | -30.4% | +3.7% | -34.1% | -30.7% |
| 6M | -39.2% | +35.1% | -74.3% | -41.2% |
| YTD | -23.3% | -14.0% | -9.3% | -19.6% |
| 1Y | -32.6% | -19.0% | -13.7% | -28.1% |
| 3Y | +159.3% | -12.0% | +171.2% | +230.7% |
| All | +159.3% | -10.1% | +169.4% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling