-19.3%
MP vs TW
+41.5%
-60.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +11.0% | +3.2% | +7.8% | +10.5% |
| 30D | -11.7% | +19.7% | -31.4% | -14.4% |
| 3M | -30.8% | +26.8% | -57.6% | -33.6% |
| 6M | -42.9% | +20.9% | -63.8% | -45.1% |
| YTD | -25.9% | +22.9% | -48.8% | -29.8% |
| 1Y | -37.3% | +20.4% | -57.6% | -40.2% |
| 3Y | +150.7% | +42.9% | +107.8% | +113.2% |
| 5Y | -19.3% | +40.2% | -59.5% | -31.5% |
| All | -19.3% | +41.5% | -60.7% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling