+453.7%
MP vs TXG
-25.6%
+479.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | 0.0% |
| 7D | +3.0% | +9.4% | -6.3% | 0.0% |
| 30D | +8.3% | +26.1% | -17.7% | -0.1% |
| 3M | -3.8% | +124.8% | -128.6% | -27.9% |
| 6M | -4.9% | +215.2% | -220.1% | -37.4% |
| YTD | +9.6% | +302.2% | -292.6% | -34.2% |
| 1Y | -11.7% | +370.9% | -382.6% | -50.8% |
| 3Y | +158.5% | +38.5% | +120.0% | +102.6% |
| 5Y | +68.9% | -64.4% | +133.3% | +91.2% |
| All | +453.7% | -25.6% | +479.3% | +461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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