+153.3%
MP vs TXG
+17.1%
+136.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | +13.8% | +32.0% | -18.2% | +4.3% |
| 3M | -16.7% | +87.0% | -103.7% | -31.9% |
| 6M | -11.5% | +180.1% | -191.6% | -37.0% |
| YTD | +7.9% | +284.1% | -276.2% | -31.2% |
| 1Y | -15.0% | +361.7% | -376.7% | -49.8% |
| All | +153.3% | +17.1% | +136.1% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling