+445.3%
MP vs TW
+71.7%
+373.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -2.9% | -2.3% | -0.5% | -2.3% |
| 30D | +13.8% | +3.9% | +9.9% | +12.6% |
| 3M | -16.7% | +5.7% | -22.4% | -18.8% |
| 6M | -11.5% | -14.5% | +3.0% | -8.3% |
| YTD | +7.9% | -0.9% | +8.8% | +5.6% |
| 1Y | -15.0% | -13.5% | -1.5% | -12.7% |
| 3Y | +153.5% | +25.0% | +128.5% | +111.5% |
| 5Y | +58.7% | +22.7% | +36.0% | +30.5% |
| All | +445.3% | +71.7% | +373.6% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling