+287.6%
MP vs TW
+114.6%
+173.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +9.5% | +3.9% | +5.5% | +8.5% |
| 30D | -3.0% | +19.9% | -22.9% | -7.2% |
| 3M | -30.4% | +25.9% | -56.3% | -34.3% |
| 6M | -39.2% | +21.1% | -60.3% | -42.6% |
| YTD | -23.3% | +23.9% | -47.2% | -29.1% |
| 1Y | -32.6% | +21.2% | -53.9% | -37.2% |
| 3Y | +159.3% | +44.8% | +114.5% | +113.2% |
| 5Y | -16.4% | +41.4% | -57.8% | -32.4% |
| All | +287.6% | +114.6% | +173.0% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling