+68.9%
MP vs TRI
-7.1%
+76.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +3.0% |
| 7D | +3.0% | -7.1% | +10.1% | +4.5% |
| 30D | +8.3% | -2.3% | +10.7% | +8.3% |
| 3M | -3.8% | +19.6% | -23.4% | -11.1% |
| 6M | -4.9% | -8.7% | +3.8% | -3.3% |
| YTD | +9.6% | -22.3% | +31.9% | +20.5% |
| 1Y | -11.7% | -40.7% | +29.0% | +14.5% |
| 3Y | +158.5% | -17.8% | +176.3% | +138.9% |
| 5Y | +68.9% | -8.5% | +77.4% | +33.7% |
| All | +68.9% | -7.1% | +76.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling