+145.7%
MP vs TW
+41.7%
+103.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.8% |
| 7D | +2.3% | +2.8% | -0.6% | +2.6% |
| 30D | -15.3% | +18.1% | -33.3% | -13.8% |
| 3M | -33.5% | +25.2% | -58.7% | -31.9% |
| 6M | -45.5% | +19.1% | -64.6% | -44.1% |
| YTD | -27.3% | +21.9% | -49.2% | -25.5% |
| 1Y | -40.7% | +18.9% | -59.6% | -39.0% |
| All | +145.7% | +41.7% | +103.9% | +165.0% |
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