+254.1%
MP vs TRI
+87.6%
+166.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.7% | +9.6% | +5.8% |
| 7D | -10.5% | -4.8% | -5.7% | -9.9% |
| 30D | -23.5% | +13.4% | -36.9% | -26.1% |
| 3M | -25.4% | +13.1% | -38.6% | -28.4% |
| 6M | -51.3% | +24.4% | -75.7% | -55.3% |
| YTD | -29.9% | -11.4% | -18.5% | -27.0% |
| 1Y | -31.8% | -15.6% | -16.3% | -27.4% |
| 3Y | +127.0% | -6.5% | +133.4% | +114.1% |
| 5Y | -3.3% | +5.3% | -8.5% | -20.3% |
| All | +254.1% | +87.6% | +166.5% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling