+153.3%
MP vs TW
+26.0%
+127.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.5% |
| 7D | -2.9% | -2.3% | -0.5% | -3.0% |
| 30D | +13.8% | +3.9% | +9.9% | +14.2% |
| 3M | -16.7% | +5.7% | -22.4% | -16.5% |
| 6M | -11.5% | -14.5% | +3.0% | -10.8% |
| YTD | +7.9% | -0.9% | +8.8% | +8.2% |
| 1Y | -15.0% | -13.5% | -1.5% | -13.4% |
| All | +153.3% | +26.0% | +127.2% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling