-15.1%
MP vs TXG
-66.4%
+51.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.3% |
| 7D | -10.5% | -15.4% | +4.9% | -6.1% |
| 30D | -23.5% | -22.1% | -1.4% | -18.1% |
| 3M | -25.4% | +30.0% | -55.4% | -33.8% |
| 6M | -51.3% | +160.7% | -211.9% | -66.2% |
| YTD | -29.9% | +263.5% | -293.4% | -57.5% |
| 1Y | -31.8% | +356.0% | -387.8% | -62.0% |
| 3Y | +127.0% | +53.4% | +73.6% | +68.8% |
| All | -15.1% | -66.4% | +51.3% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling