-11.7%
MP vs TXG
+366.6%
-378.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +0.2% |
| 7D | +3.0% | +9.4% | -6.3% | +0.5% |
| 30D | +8.3% | +26.1% | -17.7% | +1.4% |
| 3M | -3.8% | +124.8% | -128.6% | -23.2% |
| 6M | -4.9% | +215.2% | -220.1% | -31.4% |
| YTD | +9.6% | +302.2% | -292.6% | -27.7% |
| 1Y | -11.7% | +370.9% | -382.6% | -43.0% |
| All | -11.7% | +366.6% | -378.3% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling