+159.3%
MP vs TXG
+65.2%
+94.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.9% |
| 7D | +9.5% | -1.8% | +11.3% | +10.0% |
| 30D | -3.0% | -20.4% | +17.4% | +2.6% |
| 3M | -30.4% | +0.1% | -30.4% | -32.4% |
| 6M | -39.2% | +176.2% | -215.4% | -56.9% |
| YTD | -23.3% | +256.8% | -280.1% | -50.7% |
| 1Y | -32.6% | +255.9% | -288.5% | -57.0% |
| 3Y | +159.3% | +60.2% | +99.0% | +103.7% |
| All | +159.3% | +65.2% | +94.0% | +103.7% |
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 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